Mag,
In a nutshell, heres what the '04 manual says......
APPROACH fuse 2 underhood sends power to the coil and switch side of the DRL relays 38 (R) and 40 (L). The light sensor sends a signal to the Body Control Module (BCM) and when it is daylight the ground is supplied to the coil side of each relay. Once that happens you will have power from each relay to the lamps.
You might try swapping these two relays, even tapping them sometimes makes them work, the book says the Inst Panel Fuse Block is in the R/H footwell behind the carpet. The lid should have the markings for the two relays. It might be advisable to pull fuse 2 prior to removing the relays so that no power exists at the relays or just disconnect the battery. I am new to the C5's and still learning the in and outs of the systems. I don't want ya getting shocked or shorting something out!