first of all without a pic of the diagram on the side of the relay, all we can go off is what the pinout of a relay should be. and also from the diagram the only way it will work is if the thermostat (sender) is a Normally Closed switch, switching ground.
- the way its wired there, if the switch is on (purple wire fed +ve), and the thermostat is below its switching temp, the fan wont run, untill it reaches its switching temp.
- if the switch is turned off (purple wire not fed anything) but the thermostat is at switching temp, it wont run. must be so you can turn the fan off anytime you want.
- you need the switch on and the thermostat at its switching temp for the fan to run. but it should switch off below a certain temp.
so... from what you have described is happening i would say that your thermostat (sender) has shit itself and isn't and sending the ground signal to the white relay once your water temp goes below its set temp.
you need 2 relays so you can use a manual switch to "override" the thermo fan from running it you want. it does seem like a wierd way to wire it but looks like its the way it has to be with the temp sender your using.