Relay failures are rare, and that there is still the possibility that you have disturbed some corrosion when replacing the relay. The engine bay fusebox is a known source of problems with possible water ingress on the x250. Can you test the relay on a 12V supply?
If buying a non OEM replacement which will be much cheaper, be sure to purchase one with a spike reducing resistor in parallel with the winding. Fiat do not adhere to the Bosch convention, with terminal 86 being positive, so a parallel diode could be the wrong way round. With neither resistor or diode you could spike the ECU. That could result in great sadness.