My memory failed me. It's the same relay for both flasher and hazard in an xj, so you appear to have found the correct one.
The fuses are separate, though. Supposedly fuse 8 in the fuse block is for turn signals and fuse 13 in the PDC under hood is for the hazard.
The relay has five terminals on it: J5 is ground for all. With ignition switch ON, you should get +12 volts at terminal J1. If not, you're supposed to find the fault between this terminal and the ignition switch (good luck). With ignition OFF, you should get +12 volts at terminal J2. If not, find the fault between here and the PDC.
With ignition switch OFF, terminal J5 should have continuity to ground. There should be continuity between terminal J4 and multi function switch cavity 17, and between terminal J3 and cavity 13 of the multi function switch.
If all the relay is good and all these voltages are correct, then the fault may be in the multi function switch or between it and the lights.
The continuity diagram for the multi function switch shows the following:
With all switches off, continuity between 12, 14, and 15.
With signals off, hazard ON, continuity between 11,12,13,15 and 16.
For left turn signal, it's 15,16 and 17, also 12 and 14, also 22 and 23 if you have corner lamps.
For right turn signal, it's 11,12 and 17, also 14 and 15, and 23 and 24 if you have corner lamps.;
Thr pinout "view from terminal case" shows three rows of terminals, with count beginning at left top = 24, bottom right = 1. The top row goes from 24 to 18, the middle from 17 to 10 (which is blank I think), and the bottom row from 9 to 1.
You should be able to take all readings on the switch with the connector removed, and an ohmmeter.
As I mentioned before, if like me you find that there's no 12 volt positive to terminal J1, you may have difficulty finding the route. The diagram was no help here and I just found another "ignition on" route and hot wired mine.