It's mounted in the air box on the passenger side down by your feet. Easy to get to. You lost 1 & 3, but not 2? That doesn't sound right. The thermal fuse that blows controls the first 3 (not high).
Could be the switch behind the dash if you still have 2.
In any case, do yourself a favor and replace the fan motor. It's probably on its last leg and loading up, causing the other problem. I just did that last weekend and it wasn't too hard. Worst part was getting the squirrel cage off the old fan.
Oh, and what year XJ? I am talking about a '92. Not sure if the '97+ are the same.