That's a new one on me. Just a couple of thoughts, hopefully they'll point you in the right direction if you don't hear from someone who's suffered through this.
First, seems like whenever there arises an odd electrical issue it is worth trying the 'Windows' approach and rebooting.
Be sure you have your radio code and them disconnect the neg. battery cable, wait a bit and then reconnect it. Go through all the resets and see if that helps.
If not, wiggling the fuse suggests a couple of things, either a loose wire, a loose connection or a defective fuse. Easiest thing is to just replace it simply to eliminate that as a possibility. Then start working backwards from there. It is also possible that the connection issue is at the relay and by wiggling the fuse you cause an intermittent current disruption that results in a 'mini-arc' and - temporarily - closes the circuit.
Anyway, those are my initial thoughts, hope they prove to be of some use.
Take care and enjoy the ride,