Before you we can tell you how to repair it we need to know if it still
clicks when the cornering lamps are supposed to go on. Relays have two main
components, an electromagnet the pulls an armature and a set of contacts
that the armature moves. It's just a remote switch. If the coil is still
working, it clicks, you may be able to repair the contacts. Or, you can
always wire in a different relay.
Isn't this a thermal relay?
(heater & bimetal switch)
To the O.P., does it have a Ford part number on it?
P.S.: A quick Google search gave this, two part numbers:
Motorsforum.com is a website by car enthusiasts for car enthusiasts. It is not affiliated with any of the car or spare part manufacturers or car dealers discussed here.
All logos and trade names are the property of their respective owners.