Thank you Taylor and Alfred for your suggestions. The diagnosis was very direct and simple, the relay was at fault. It is interesting to note that when I disengaged the relay from the connector, I took the metal case out, cleaned its internal circuit with electrical cleaner, then connect it back without the case, it worked. Apparently, it's spring has elongated and it was touching the case. I am currently using it without the case until I get the new relay from Auto Hausa, AZ. I am planning to keep the old one and convert the new by soldering 3 pins taken from an old Mercedes relay to exactly fit the original connector in the car. I will report my procedure with pictures soon.