2010 Mazda 3 Daytime lights not working
 

Hi All,
I just purchased a 2010 Mazda 3 and the daytime lights are not working. I checked the relay and there was not change, I changed the directional switch thinking the lights werent coming on because that was bad but still nothing. When I "jump" the terminals where the relay sits the lights come on, so I am at a loss. I checked all of the fuses and everything related to lights in the fuse panel. Is there something i'm not checking? Something I'm over looking?

All the lights work, headlights, brake lights, all the directional lights. I have to be missing something. I bought a relay from Autozone and it didnt work, should i buy a relay from Mazda?

Just for clarification when i turn the lights on just one position no lights come on on the outside of the car but the second position puts the head lights on and no other lights.

I'm pulling my hair out, any help is greatly appreciated.