That relay was the problem for me about a year ago or so. It blew and a new one from ford is $20.00. Its very simple to test, there is a big wire going to it and from it (in addition to the other 2 wires I beleive) When you turn the truck on, the 2 leads going into the connector with the relay installed should have power, if the one that doesn't have power going to it when the truck is off still doesn't have power when the truck is on, the relay is junk.
Here's another test too, when mine was acting up I tried to get a OBDI code from it, turns out that when the "pcm power relay" doesn't work, (which is the name of that relay) guess what else doesn't. So if you can't pull codes from it and it acts like the scanner is broke, it's definatly the relay.
Check the relay first, don't mess around with anything else until you know the relay is good. I doubt all these things crapped out all at once.