Can you "force" the relay, as you say, and change the speed with the climate control?
Check the coil side of the relay socket for +12v ignition-switched at one and ground at the other.
Have you checked and replaced fuse #8?
Looks pretty straightforward. Just parallel side marker and front marker LEDs to the yellow and black wires. If your lights don't work correctly, reverse the 2 input (red and white) wires.
Or just get 3-wire LEDs designed for this purpose.
I have pins.
A Monday morning or Friday afternoon F-up? A quick glance at the website does not show straps. Did you get a packing list? They are probably just as good and as easy as pins.