Yeah, the ol' electrical ghost in the machine.
Mine's a '97, so the relays aren't in the same place, but I had the same troubles. New relays helped, but at the end of the day It took getting mad enough to truly service the entire relay/fuse panel properly. I disassembled it as far as possible- I don't mean that I removed every terminal from the block- but had a good look at everything and remade every connection I could find, to the battery and to the frame. What truly resolved the problem was giving every terminal a bath in CAIG DeOxit D5. I'll never be without it, amazing stuff.
FWIW, I've been able to source the above referenced OMRON relays in any quantity from my local pick-n-pull junkyard; they're in pretty much every Jeep product. I pull the ones lightly used, whatever they may be- not engine fan, headlamps, fuel pump but rather fog lamps, horn, etc.