The fan relay is actually behind the passenger side headlight, in front of the fuse box. You need to remove the headlight in order to get to the relay. This just happened to my 99 jeep grand Cherokee yesturday lol.
To replace a turn signal on a 1994 Jeep Grand Cherokee prop the hood open. Locate the headlight housing and the turn signal will be located next to it. Find the bulb and remove it from the housing. Replace the bulb.
On my 2000 grand cherokee, It was in front of the battery on the fender wall. Remove battery and you should find it. It is under the bumper cover, under the passenger head light. You either have to remove the front bumper, or you remove the headlight and cut an access hole.
I'm not sure what year the jeep is but if it's a 99-04 Grand Cherokee there's a long bolt that you need to remove at the top that will enable you to pull the headlight out once it's removed. I've included a video to show how this is done.
The 2002 Jeep Grand Cherokee glovebox is secured with a retaining screws. There are four retaining screws on the top and for retaining screws on the bottom of the glovebox. Remove the retaining screws to remove the glovebox.