is there any way to test a relay?
Sure. You need a pin schematic, a multimeter and a 12V battery to bench test it. A manual will have the wiring diagram with the pin schematic. Check for conductivity of the coil and of the contacts. Contacts should be zero ohms or close, coil should be some small number but likely not zero. If they do not read then you have a burnt coil or fried contacts.
If that looks good, then apply 12 volts to the coil. You can use the battery on the car but be careful touching things. You should hear the relay click when power is applied. The contacts should also open or close (depends on relay operation) when power is applied to the coil. This should be confirmed with a multimeter again.