The relay on a S2 is up in the drivers footwell, on the right hand side.
To check if it is the relay, bridge these 2 points on the relay's base with a piece of wire and 2 male spade connectors. (not the relay itself)
This will make the pump prime constantly. instead of just priming once to get pressure.
DO NOT drive about like this, as the relay is a failsafe in the event of an accident.
If the pump primes this will prove the relay does not work
(or if you know how to work a volt meter use that

)