Emergency lights/turn lights relay issue.

The car was parked as always every night until one day after several hours parked, suddenly the emergency lights came on for a while and then started to turn on and off very fast, then came back flashing, and the cycle repeated. I checked fuses and nothing, turned on the car then the lights went normal. After turned the car off again, 2 min later everything started over until I found that the problem was the lights relay which it was warm or nearly hot at the touch. I removed it. When I put it back the problem comes back. The car has alarm system which apparently works as always, so the relay went bad or can be a short circuit that makes the relay behave that way. The relay is expensive where I live so It matters that I buy it and when installed it goes bad again. Thank you in advance for your help.