Wow, sounds like you're keeping busy with the online stuff. Great that you're doing so much to keep the XJ community alive. Figure it needs all the help it can get seeing as they've been discontinued for a decade now...
I think you're a little confused as to what my write up (and your version of it) actually accomplishes... The whole point of this mod is to override the factory system. You are not activating the fan when you flip the switch, you are activating the factory relay which in turn activates the fan. That DB/PK wire does not connect to the fan, it connects to the relay that the PCM is supposed to trigger to turn the fan on. If it did, a 10amp fuse would blow every time the fan came on as the factory fan circuit uses a 40amp fuse. Regardless, you should always place a fuse as close to the power source as possible. It can only protect whatever components are downstream from it.
The PCM can only activate the fan relay when the ignition is on. The DB/WT wire (so long as you tapped into the right one) is only on whenever the ignition is on. The PCM would never see it as "there and not". If you look at the FSM based wiring diagram I provided in the first post, you'll see that the factory relay is powered by a ST-RUN source. Using the DB/WT wire (which is also a ST-RUN source) exactly mimics the factory set up. Again, a constant 12V+ source will work fine, it just opens up the possibility of draining your battery if you forget to turn the switch off.
As for your fix solving the CEL issue, I can only figure that either you were using the wrong DB/WT wire (which incidentally is "there and not" while the ignition is on) or the integrated diode in my relay is preventing the CEL. I'll have to try putting in a normal relay and see if it causes a CEL to find out for sure. To make sure you were using the correct DB/WT wire, perform a continuity test with your DVM between it and Pin A2 on Connector 1 in the PCM as detailed in the write up.
No need to worry about fireworks in your headliner, as I mentioned in my earlier post a standard Bosch style automotive relay only draws about 0.16amps. That plus power for the indicator light in your switch (if so equipped) is all the current that is running through that wire. Shoot, I'm only using 24g wire for my switch and that still provides a significant safety factor. Fortunately for you (and me), that whole circuit is already protected by the fuse protecting the factory fan relay. The 10amp fuse you have in there won't hurt anything, it just isn't going to do anything. You should still consider fusing the 12V+ side of your relay coil though.