I had the same problem and, after looking at what I thought was everything, replaced the relay. It wasn't that: relays don't go bad very often. I found it was a matter of the horn itself not being properly grounded. There is one wire (power) and it is grounded by the mounting bolt through the mounting stem. I cleaned the mounting tab, sanded the hole, cleaned where it was mounted and it would sporadically work. I finally replaced the horn (it would work fine when hooked up directly to a battery!) with a unit from Advanced Auto Parts that had a ground wire fitting. Hooked that up to the main ground bolt in the area of the horn and it has worked since. I now have a spare relay that I'll probably never use. To answer your question, it is in the relay box on the most forward driver's side relay box (relay box #6) the smaller of the two in the engine compartment towards the front of the car. It should be labeled on the inside of the lid which relay it is.
Thanks for asking.No,I didn't. No time.I was checking the relay and the fuse and it looks ok.My car has two horns.Probably the problem is the ground or something with the wires.Maybe both horns are dead.I hope soon will fix it.