try swapping the relay with another and see if it fits tighter. if not, you maybe to to modify the socket a bit by trying to tighten the connectors that attach to the relay.

It may also be a loose wire in the wiring area below the relay

Alon

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'92 300CE - Sold
2004 C240 - 744 - C7 Wheels - Android Radio
2002 C320 - 816 - Sport Wagon