I don't believe there should be a relay, it should be about like my 83 300D. Sits in 2nd gear and drops to 1st almost as soon as you hit the throttle. It's in the valve body I believe, what makes it do this.

I had this same problem as the FSM is not really specific on what year had what.

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One more Radar Lover gone...
1982 VW Caddy diesel 406K 1.9L AAZ
1994 E320 195K