Kilma A.C. relay 85 300 SD
 

Do they go bad very often?I bought one and found out it was not my problem debating weather I should keep it for a spare or return it.

If it is the same as the one in the '85 300D (W123), it is a common failure point. My '85 had a bad one when I got it; the PO had butchered in an ice cube relay so the a/c would work but with all of the "safeties" off. I suppose returning it or not depends on how badly you want the ($85?) money in your pocket versus having no a/c for a week while you buy another.

Can a failed klima relay cause the compressor clutch not to receive power?

Definitely. The Klima is the device that allows power to the compressor.

The OVP relay can also be the cause of the compressor not getting power.In my case the Klima was good but the OVP was bad.Klima receives from OVP.

I'm not sure what the klima looks like on an '85, but on my '95 it is sealed around the bottom (where the protective cover meets the base that holds the relay) in an attempt to keep moisture out. When I bought my car that seal was missing (unbeknownst to me at the time - someone had apparently taken it apart previously) and whoever had taken the relay out had reinstalled it upside-down, so it effectively became a handy moisture catchment container (not so good). Anyway, long-story-short, I replaced it (managed to find a used one for $50 versus new for like $200) and the new one has a bead of sealant around the cover (and it is now installed properly).

If the '85 is like that (with a cover that is sealed) I would say you’re probably alright to return the new one if your old one still looks alright.