mate, not sure exactly what model you are talking about here. I have a 2005 156 and here is what it says about glove boxes fuses:
Some fuses and relays for services supplied on request or only for certain specific market versions are located on a bracket behind the glovebox.
to gain access to the fuses remove (A-fig.72) the pressure fittted lid.
Access to the relays is gained by removing the glovebox: contact alfa romeo authorised services.
*then there is a picture of whats supposed to be inside the lid, showing two relays*]
A. fog light relay
B. headlamp washer timer (where requred).
1999 156 1.8TS Sport Pack 3
2001 166 3.0 V6 24V Super
2003 156 GTA 3.2 V6 24V
2005 156 1.9 JTDM-Jet Sport
2008 159 1.9 JTDM Lusso
1997 GTV 2.0TS Lusso
2001 147 1.6TS Lusso