Gotcha.
Testing the relay, if it is similar to the early models, is straight forward. On the early XJ the starter relay also functioned as the PDC. The early relay had a large lug with B+ to it and numerous smaller leads from it with fusible links. There is also three other connections, all male spade, one is IGN, one is GRND, and the other is SOL. The IGN terminal is 12v from the ignition switch in the START position. SOL is the 12v out to the solenoid when the relay is energized. GRND is a ground. On manual trans XJs it is just grounded to the PS fenderwell. On XJs with the auto I believe the ground is provided through the NSS, but I may be wrong. If you have the shifter in Park or Neutral, the GRND should be showing a ground, regardless of where it is connected.
So, with a pair of helping hands, hook up a 12v test light to the IGN connector and see if it lights. If it does, move on. If it doesn't there is an open somewhere that must be repaired.
If IGN is receiving 12v, and there is a GRND, then it should energize and allow 12v out at SOL. If it doesn't, replace the relay. If it does, then you have an open in the SOL to starter solenoid wire.