There are 2 or 3 wires (model dependent) connected to the thermo switch via a block connector (close to the switch).
It is extremely common for the blue wire to be corroded or in poor condition somewhere between the block connector and the relay box. I don't know how closely you inspected your connector when replacing the switch, but even if it appears clean and in-order, the chances are that the blue wire has failed elsewhere)
On my 9000, I pulled the block connector apart and found that the terminal to which the blue wire was connected had corroded away completely. I stripped the wires back to good metal and tried to bridge the connection block, but no avail – I guess it was shot somewhere else too.
To test this wire on your car you can do the following: remove the relay, then bridge the uppermost and lowermost terminals with a piece of wire (insulated from your fingers!). If the fan kicks in, then cause of the problem is almost certainly this wire between switch and relay box.
In the end (from the advice of many people here) I ran a new wire directly from these relay pins to the thermo-switch….. bingo, fan cuts in and out as it should.
NOTE:- My car has a 2 wire thermo switch. I have no experience of 3 wire setups, and/or if the relay is different (i.e. you may need to test different pins???) I’m sure someone else can help here….