The relay should be standard SPST relay (Yellow), this is tripped by the ECU and so the pump primes, however it won't do so until it receives input from the CPS.

The reason you haven't got any power at the live is because you would have to test it while someone else turns the ignition on as it will only be live for the duration of the prime.

If you have the right relay you should hear it click and then it will open again.

You could also bypass the relay temporarily as well if it is the problem, which it quite possibly is.

Martin