Could be a switch in the wire, or just a break. Wont be the pump if its not getting any voltage.
Try the new relay, if that doesnt work check there is a live on the fuel pump wire at the relay. If there is, assume theres a break in the wire for the fuel pump. The wire is a red/blue and runs from the relay, through the round plug to the fusebox, through fuse 19 (IIRC), then along behind the dash, through the big loom harness behind the kick plate in the passenger footwell, and then off to the back of the car along the passenger side. Check along the length for brakages.
If you dont fancy that, just run a new wire in place of the red/blue from the relay to the terminal on the pump, making sure you use an inline fuse
