There is no starter relay. The two that click up there are the power window relay and the AC cutout relay. You also have a vac retard relay, but that shouldn't click when you start.
The problem is very likely the neutral safety switch on the transmission. It fits around the shift lever going into the tranny. You should be able to start it in N rather than P -- wriggle the lever back and forth a bit. Could be as simple as a screw loose so the switch isn't operated like it should be, could be a bad switch. Not too hard to replace.
Test by moving the lever around and checking for backup lights (same switch, different contact). You can jumper the switch temporarily.
You may also have a bad ignition switch, too.
The best test method is to pull the switch connection at the tranny and check for 12V at the wire for the starter when you have the key in "start" position. I think the two wires are labled "50". One should be hot. In park or neutral, you should have continuity through the switch.
If all the above are OK, the purple wire to the starter is broken.
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!