My original answer was on the right track, but not properly explained!
There is no relay for the phase 2 heater fan. That's probably why you can't find it
The fan is actually permanently live - even with the ignition off. The fuse for the fan is under the expansion tank in the engine bay. It's a supplementary fusebox with 4 fuses in it.
The fan is switched on/off and it's speed is controlled by the speed adjuster right next to it operating on the earth wire.
Also, the speed adjuster is nothing like the phase 1 speed controller. That was a fairly crude device with 3 resistors and 4 inputs. The phase 2 speed controller is an electronic device. (I think
it is actually a voltage regulator controlled by the climate ECU ).
So, to fault find you need to establish that the fan is getting 12v at it's input from the fuse in the engine bay. If it isn't you may need to check the fuse or the wiring.
If the fan has 12v at it's input, then the likely problem is with the speed controller. The part is common with some other cars like the 156. You cannot replace it with a phase 1 speed controller.
Other possibilities are a faulty climate ECU or wiring between either the fan & speed controller or speed controller and climate ECU.
Hope that helps.