Hi,
The fuse box does cause all kinds of issues with the P38 and even second hand fuse boxes arent cheap, however, your problem sounds to me like and ignition switch, it sounds like it's stuck.
I only say that because like you say you can only shut down the engine when you take the relay out but when its replaced its still clicking. From what I have read there is no removable ingnition barrel just the ignition switch. A replacement switch from ebay is £14.99, I could be wrong but this sounds like a good place to start.
Just a quick word about the electric board under the fuse box, becareful not to damage it whilst cleaning it, it is very fragile and as I say quite expensive.
Its never easy to diagnose problems with the p38 as just about everything is run by computer on them, if you know anyone with a diagnostic machine, you will be able to read the fault code and that will take you in the right direction at least.
Hope this helps.
Cheers
John