Did you check "behind center of dash"? Sorry, couldn't resist.
I found mine on my 2002 on the passenger side of the center console, up under the dash. The first pic is looking up at it from the passenger footwell. The connector is clipped onto a small metal tab. Just press the plastic release and it should slide down, then you can take the relay off of the connector. I felt and heard mine audibly click when I put the key in the ignition to ON and pressed the defroster switch. The wire colors also seem to agree with your diagram.