Power relay 4 electrical troubles

I am hoping somebody on here can help me figure this out. Going down the road yesterday I went to roll down my window but had no power. Checked all the fuses on the top center panel and they are all good. Changed the relays around hoping to see the problem move and spot the bad relay but all the relays are good. I finally removed the cover off the relay I had traced the power windows to (as well as the power mirrors, and mirror heat) and squeezed it together making the connection and voila, everything works as long as I hold the relay closed. I need to know is there a hidden fuse somewhere for this? or what sends the signal or power to trip that relay?
Thanks

 

Thanks for the info Pablo, I prayed about it and had an epiphany during the night. It is the ignition switch. The points or contacts inside the switch are burnt and it is not sending the power to the relay.

 

Good info, Now I have a second problem I think I messed up the door locking module. The remote control locks haven't worked for a while but when I locked one door the other door would lock. Now I have to lock each door seperately. Which module is the one that controls the locks?

 

but which one of the three is it? there is a long wide flat one, a small one held on by one screw that is a little larger than a pack of cards, and one the size of a small motorcycle battery.