Okay, spent an evening grubbing about in the gloom. Found out a few things the hard way
The horn on the petrol is fused via the 10A hazard fuse. Kind of makes sense - it's a permanently on connection and hazards and horn kind of go together logically.
The relay (F3-03) is not behind the dash, but located under the bonnet near the front offside headlight assembly.it's
In theory, the horn relay is the middle one in the front row (hence why I had the cover off to take the picture). However, all is not so simple!
It turns out the two rows of relays are reversed on the petrol. I only discovered this by taking the front relay box apart, which was no mean feat in the confined space and noticing the wire colours were all wrong. It turns out the horn relay is the middle one in the rear relay box behind.
Carefully looking at the diagram again, I could see that F3-03 relay is shown twice. Once with Japanese characters and [DE] and one with [WL-T]. It becomes apparent that DE means diesel and WL-T means petrol. So Mazda, for some completely inexplicable reason, has swapped round the two rows of relays between the petrol and diesel!! At least on the petrol they have used the same relay everywhere.
Anyway, after doing a swap of the right relay, the horns still did not work. I checked with a meter and there is power going to the coil and one switch contact and the other contact has continuity to the horns. The relay is just not actuating. So it must be either the connection from the relay to the clock spring connector, the clock spring itself or the horn switch.
If it's the clock spring, it'll probably be Mazda 6 steering wheel time as the Bongo ones seem to be very hard to get hold of. I'll have a go at plumbing in the cruise control and audio switches whilst I'm at it. Hopefully it is just the horn switch itself, so I can put that adventure off for another day
So horn switch check next. I was hoping to avoid mucking about with all the airbag precautions, but will have to now.
The front middle relay on a petrol is for the AC clutch BTW