Update html based on if stream is live

API
2

What errors do you get in your inspector/console?

And it would appear your have totally misconstrued the XMLHttpRequest

https://javascript.info/xmlhttprequest

You probably want something more like

<script>
window.onload = function() {
    let xhr = new XMLHttpRequest();
    xhr.open('GET', 'https://api.twitch.tv/helix/streams?user_login=dakotaz');
    xhr.setRequestHeader("Client-ID", "my client id");
    xhr.send();
    xhr.onload = function() {
        if (xhr.status != 200) {
            console.log('Handle non 200');
        } else {
            var data = JSON.parse(xhr.responseText);
            if (data && data.data[0]) {
                //live
            } else {
                //not live
            }
        }
    }
}
</script>