Relay was in front of the shifter, under the console wood. Thanks for the info about that.
I have the original relay in the car (dated 11/84), and have been having intermittent problems with it not working. I've checked (and cleaned) the hazard switch before, and have confirmed the problem is not in the switch.
I took the relay out, popped the cover off, looked at it (there's not much to actually "fix" on it), put it back in and now it's working again. For how long? Who knows, but at least now I know where it is and what to do to get to it.
Also, it's a basic 3 terminal turn signal relay, and it would be very easy to modify the original wiring harness to accept push on/female spade terminals rather than the pins that MB uses. Then instead of having to buy a $25+/- MB pin type relay, a ~$10 male spade terminal relay could be used instead. The only drawback to that would be that the wiring would not be hooked into the little bracket in the console.
Thanks again for the help.