did you try switching the fuses out to be safe? i have seen fuses that looked ok but wouldnt function correctly..
also maybe try pulling the relay out for a minute and putting it back, it could possibly be stuck.
only things i can think of unless there is a frayed wire in the harness under the drivers side headlight, which is a common place to find a short.. but if it was shorting i would think your fuse would have blown, so start with replacing the fuse and pulling the relay and reinserting it