I am having the same exact issue - no hazard flashers. As suggested by a local auto parts store, I bought a relay (LCM - lighting control module), but I can't locate it on a 2005 Jeep Grand Cherokee.
The link that someone listed for the fuses/relays is exactly the same as my owner's manual, but neither show this relay. And it's not under the driver's dash near the fuses (at least where I can see it even with the knee panel removed), nor is it under the hood in either of the two black plastic, fuse/relay boxes.
Here is what it looks like:
To the original poster, maybe you can help? Thank you!