One side of the relay is connected to 12V constant, and then switches to the fused side on start. So check this side of the relay which is connected to fuse linked to the fuel pump. Are you probing fuse F18?
You mean power to the fuse? did the pump run?
Either the relay is not operating. (it gets its signal (negative) from the DME module, or you have a bad connection either on the wire from the DME (colour brown/green) or the wire from the relay to the fusebox (colour green/violet).
If you switch off the ignition and put your finger/ear on top of the relay then get someone to turn the ignition on you should feel/hear the relay click.
You remove the battery, then remove the insulation foam from the bulkhead. there is a plate held on with some screws. Remove the plate and the DME lives in a compatment behind it. Check that it's not wet at all cos this is a really common problem in early E36's. If it's got wet that will be your problem.