I just had a look behind the glovebox but as I thought the space is taken up by the ECU. The ECU is in my livingroom right now so I was able to see right up to the bulkhead, nothing. Whilst I was upside down I had another look on both sides of the heaterbox and can't see anything resembling a box or relays at all.

I'll pop back in later and connect up the battery and try listening for the indicator relay. It must have one in there somewhere.