think there is a high speed relay, this could be staying latched on.
I concur. Sounds like the blower fan high speed relay has stuck/welded/shorted contacts. If it is anything like my old VN (the circuits are virtually identical), I had one terminal on my blower fan high speed relay that would always overheat, melting the relay terminal base & the actual relay itself. It's possible the same has happened in this case. An easy way to check is to simply pull out the relay, to see if the fan stops. If so, then carefully check for evidence of contact overheating and replace the relay. If the fans still runs at the highest speed, then look for a short to earth in the blower fan negative lead.
BTW, changing the blower fan resistor block will probably not achieve anything (unless it just happens to have internally shorted to earth on the fan negative lead), as it is completely bypassed by the blower fan high speed relay when the highest fan speed is selected. An easy way to check for this, is to diconnect the connector from the resistor block, and see if the fault still exists.