The CLCU (central locking control unit) is behind and below the right hand speaker. Pull out the kick-panel/grille (one screw), then the speaker (3 screws), then lift up with a flat screwdriver the plastic cup that the speaker was resting in. Stick your hand in this gap and you'll feel a smallish plastic module, this is the locking unit. It has 2 more screws to undo then you can just pull it out.
I'm having the same problem, I took the relay out and it all looks okay, just doesn't seem to work. When I can be bothered I'll take the dash out and check the power connections because I can't think of where else the problem might lie... even if the actuator in one door is seized the others should work, or at least lock and then unlock when one doesn't respond? I don't get any action from mine
Gone but not forgotten: '87 UK 318... Carb madness!
Currently: '90 UK 525i completely stock
"Heaven for the climate, Hell for the company."