Sorry for the delay chaps, wanted to do this today but my Mum took ill so I've been at the hospital all day. She's not to bad now and quite settled.
Ok, so you've tested away from the car indicating its not the connections to the car itself as there will be nothing connected to it. (Other than a neg on the footwell neg)
When you wired it to your power supply, did you have the negative from your PSU connected to the footwell wht/blk wire and the positive on its positive, then just touch the alarm trigger with the +
Those relay connections you have metered are fine and as per the diagram they included.
Its interesting that when the neg is remved from the footwell side the fuse doesn't blow. This indicates that either the relay is making the other connection before breaking the first, or there is a short in the wires.
What happens if you keep the wire link from the neg to the footwell neg, but take out the wire that goes outside of the box?
Any chance you can take a piccy of it wired to your power supply so we can see the wires outside of the box, getting as much in as you can? (including towards the inside of the box)