You are correct that you don't want to connect the trinary switch directly to the relay along with the PCM control for the fan. The diode is backwards in the diagram above. In addition, your PCM will eventually throw a code about the fan control circuitry because it uses the relay coil as a pull-up resistor to 12V. To defeat that check, you can add a resistor to 12V between the diode and the PCM. I updated your diagram to show what I'm talking about. Changes are in red.
