Great puzzle. When installing the wire to the relay, how was the connection made? Was it another spade connector that was slipped under the relay, or did you lift the relay and wrap wire around the post? The horn is the only component downstream of the relay, so you are supplying power to the AM horns because they are in contact with the power switched from the relay contacts, but if the relay is not solidly in position, you may not have sufficient contact for a good circuit to the horn. You may have damaged the connection also by whatever technique you used to tap off the power.

 

I did wrap the wires with the relay and just forced it in. So I might have in a way made the opening for the relay in the fuse box larger so that its not hitting the horn connection??.

 

A relay has 4 pins and two circuits. How do you know you picked the correct ones?

 

You should visually inspect the relay and make sure that the four pins look the same, in case the pin supplying power to the horn may be bent. This would be the easiest situation to fix: either buy a new relay or straighten the pin. You should also inspect the contacts in the fuse box and see if they are visibly deformed. Perhaps the wires got shoved into the opening. Another possibility is that the contacts got pushed deeper into the box and couldn't make an electrical contact with the relay. It might be as simple as using a thin screw driver blade to push the contact back into shape.