The indicators and hazard warning on my 20006 x244 Ducato are controlled by the switch control panel in the centre of the dashboard, and when operated a relay can be heard clicking in this location.
eLearn diagram E2020 shows the switch control unit (H090) with no additional external relay. I therefore assume that the relay that I can hear is integral with the switch control unit.
Perhaps your vehicle is similar, and you have slightly mistaken the source of the clicking?