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If you've got two power feeds to the relay then you may not have ground from the front control module to the relay because of a bad FCM or an open circuit in the fuse box, or the relay could be turning on but power not reaching the wiring harness underneath because of an open circuit in the fuse box.
All connection between relays, fuses, the FCM, and the wiring harness is made by printed circuit board inside the fuse box. What often happens is these circuits will open up because corrosion because of water intrusion.
What you'll want to do is remove the front control module from the left side of the fuse box. The pins on the ends are numbered. Find pin 15 and then find it's mate in the fuse box. Ground pin 15 and see if the relay powers up and the lights come on. If not, the problem is an open circuit inside.
I've actually had very good luck with repairing open circuits in these without replacing the entire fuse box. I've actually made a short video showing how to open the fuse box and repair the problem . I'm going to be offline for a little while this afternoon so if you reply back to me there may be a delay before I can respond to you, but I wanted to get this information to you personally because it's pretty uncommon for anyone to fix these and this will save you considerable money. It's a free repair that takes only time to do.
IPM REPAIR VIDEO