Just to be clear, when you turn the key on the theft "lock" light comes on but it does not go out? Then when you bypass the relay it will crank but not start? If this is the case, it will not start because you need to have the PCM "unlocked" by the security system so that it energizes the ignition and fuel system. Bypassing it does not allow the PCM to get that needed signal from the key to start the engine.
So let's start with checking for codes. That should tell us what the issue is unless you are using a new key or not suing a programmed key to the vehicle.
https://www.2carpros.com/articles/checking-a-service-engine-soon-or-check-engine-light-on-or-flashing
Let us know what codes are there and we can figure out next steps because this is usually either a key, immobilizer module, or PCM issue.
Lastly, did this just start one day or is there a history to this issue?
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Sunday, January 10th, 2021 AT 2:36 PM