Thanks for the quick reply. What I did was:

1. Check the voltage in the coil pins (85,86). I did this by setting multimeter to 20V DC, sticking one multimeter probe (red/black etc) inside where the 85 male would go, and the other where the 86 would go. I got ~11.9V for this.

2. I checked the voltage in pins 30 and 2x87 similarly as above. I did not that one of the 87 pins (middle one of relay) did not have a metal connection in the female socket that the male relay attaches to. I got ~11.9V on the 30 to 87 pin with metal connections, 0V for the 87 pin with no connection (makes sense I think).

3. Next, after confirming the female sockets have correct voltage, I tried "jumping" or making a direct connection from the 30 to 87 pin (the 87 pin with metal connection). Nothing happened. I tried sticking the wire in a couple times to make sure it was in.

So what I did was plug in the multimeter probes to pins 30 and 87 with the multimeter setting at 20V DC again. I got ~11.9V. So what I did was, instead of unplugging the multimeter and plugging the jumper wires back in, I made a parallel connection with the jumper to the multimeter. I did this by touching the jumper wire to the multimeter probes. When I did this, the multimeter read 0V. Could this be because the current took the path of the jumper wire instead of the multimeter?