WEIRD: Low blower only when engine running
 

I have a 95 sl500 and the a/c - heat blower will only blow low speed reguardless if in auto or manual mode. WEIRD thing is that when the key is on but engine is off I get all fan speeds. A/c compressor is working ok. I have surfed this forum and others and haven't found anything specfic to my problem but tried the ignition key wiggle without any change. Any help would be great.

Update: Did some more poking around and found fuse #12 blown (cigar lighter, glove box light, relay comfort circuitry term 86, storage compartment lamp) after replacing this fuse i got all a/c blower functions back.YEAAA Not so fast... I let it run for about 10 min and it went back to low blower only again. Fuse checks good but still low blow only. I took the fuse back out again and reinstalled with no change. I poked around some more and found the 3rd relay back from the front (blue in color) with a blown 15 amp piggy-back fuse. Replaced that one too and I still have low blower only. I checked HVAC codes and there are none permanent and none intermittent, both show 01. A/c is cold, aux fans are working, what kind of gremlin am i looking at here? This a very low usage car with only 57k miles, but the a/c has to work to drive it around in the arizona summers. It may be going up for sale soon.....