Keep narrowing it down like that. Make sure you have a good ground connection as you are testing the relay and connections. To do this, find something you know is good and hot for the one lead while the other is located where you want your ground connection. If you are under the hood (where my light truck's relays are) then you can just use the battery itself for ground. Try all the wires. See what voltages you can find in various situatoins. The schematics, if accurate, will tell you which wires should be hot at which times.
You may have seen my posting about a similar type problem with my BroncoII. Last night my dad and I checked the voltage at the inertia switch. With the key off, there should be no power on the "downstream" part of the relay (pump is off). When the key is turned to the on position the reading spikes to 12V then drops again to 0V. This is because the pump only runs for a short while before the engine is started. When the engine is started, the meter should read 12V continously.
A relay is just a switch that is electrically controlled instead of manually controlled. I think one method of operation for relays is for the relay to be closed only when the control side is powered. In that scenario then you won't read a voltage on any of the wires unless the engine is running. Nonetheless, if you have an assistant turn the key back and forth you should see power temporarily as I described above.
If you don't see that then work your way to the source -- follow the wires (or the schematic, if that helps) to the device (EEC module? I don't know.) that controls the relay. Perhaps the problem isn't the relay itself but is further "upstream" of it. You can check the wiring by unplugging both ends of the wire and measuring resistance (aka impedance, could be marked with an Omega on your multimeter) between the connectors. You should see approximately no resistance.
Another test is to simply make a short between the battery and the inertia switch side of the relay. Doing that should cause the pump to run. If that works (and the engine starts like that) then you have positively identified the relay, or its wiring, as the source of the problem. I don't know that much about the theory of operation, so I'd be careful about pressure and such if you do short out the relay. I think it'd be safe to short if for a couple seconds, simulating the pressurization just before starting that the engine normally does. I would also think it's safe to have someone try cranking the engine and at the same time short out the relay, simulating the pump running continuously during normal vehicle operation. However, it wouldn't be a bad idea to get someone else's opinion on that!
I hope this helps :-).
-D