I have the exact same problem now for a few thousand miles. I couldn't figure out what was wrong, THANK YOU for posting your problem and solutions here. I'll check my relay also, and really hope this fixes it.
I had previously checked every single fuse and been behind the dashboard a little bit, but not luck.
This relay is in the passenger footwell, up against the firewall right? That's the only thing I've read so far about where this might possibly be located. Do you have a picture or clarification on where the blower motor relay is? Manual of course is no help %)
__________________
Mercury Mystique LS 2.5L V6, 110k miles
| 
