I have an 01 GC and have had the same trouble with the fan relay. It is infact under the right front headlight. You can either drill a hole large enough to remove the relay in the top of the bumper under the headlight, makes for easy replacement or you can remove the bumper. I don't like drilling holes when not absolutely necessary but the choice is yours.
The fans are variable speed, dependent on engine temperature. it should come on low speed about 70 to 80 degF. High speed around 150 deg f. It is not unusual for it to keep running a little while after the engine is shut down for cooling.
I am in the process of replacing the relay in mine. I am going to put a heat sync material under mine to help dissapate the heat. I will also be testing the electric fan to make sure it dosen't draw to much juice. I will also be adding a clutch fan. I refuse to go through this heating problem any more then absolutely necessary.