I would also have gone for the relay as the culprit. Are you sure (at the risk of being patronising!!) that you got the right relay??
On my Roadster it's 'the big one' on the right of a bank of five.
My second thought would be to check the base of the control stalk to see if the contact there is sticking, then slowly pulling off.
I suppose it might be a short in the 'park contact' in the motor, but then you wouldn't expect it to stop.
