Once the Klima relay is out, take a look at the pins, notice that each one is labeled. The following posts have info about the function of each of the pins. The Klima relays being referred to in these posts are not exactly the same as the Klima/Kickdown relay in the 95 E300D, but as you will see they are pretty close. Between the wiring diagram and this info you will be better off in trying to locate your problem.

See post #5 here:
Anybody have this part? 003 545 6905

And post #21 here:
Klima > Ice Cube - Not Working

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'95 E300D ("Tank") - 231,000 miles
'79 240D ("Biscuit") - 197,250 miles (Sold)
'83 240D ("Ding-Ding") - 217,000 miles (Death by deer)
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"Back off, man. I’m a scientist” ~ Peter Venkman