Sorry, I perhaps should have been a bit clearer earlier... What I thought you meant by the main relay is the starter relay. This is the one that the battery feeds all the bike's electrics through. It looks like this...
It has two fuse holders (the one on the right is to hold a spare fuse). ALL the power from the battery goes via this main fuse. If it has blown, or has bad contacts, then NO power will get from the battery to anything. Have a look at this main fuse - it could well be your problem.