Test the wire coming to pin 30 on the relay with a multimeter, it should run 12V (I think it's constant too, i.e. even when the car is off you get 12V on pin 30).
If you don't have 12V on pin 30, you've found the issue. Given that you've jumped pin 30 (supply) to pin 87/2 (the output wire to the pumps), I'd say odds are looking good that the issue is either a blown fuse as @VolvoHordz mentioned, or a damaged wire. The fuse mentioned is not with the other fuses in the cabin, it's in the engine bay, near the positive distribution block mounted to the inner fender between the battery and strut tower.
If you do have 12V on pin 30, the issue then would be the wires on pin 87/2 between the relay and the fusebox.
My experience of 240s has pretty consistently been that the spade connectors used everywhere are fatigued #oldcarproblems, and routinely making poor connections, which in turn creates hotspots and blows fuses. As you go it would be a good idea to nip them up with a small pair of pliers so they hold a firm grip on the pins.