From when I had to re-do the wiring on my old one I seem to remember the relay was actually on the fan housing itself. I think it's somewhere in the middle of the housing, i.e. just to the left of the fan on a standard single-fan unit, and iirc it's inside a sort of triangular box.
I can't find any pics to help show you what I mean but I hope that helps. It's probably a bumper off jobbie but I'm certain there isn't one under the dash as the wiring doesn't go anywhere near it. If I am wrong then I do apologise and hope someone corrects me, but as I say I'm pretty sure that's where it is from when I did mine.
Can't remember what colour it is tbh though, but there's probably only one there.