The subject vehicle is said to be "early 40's GMC". In those years, a single horn had no relay. Dual horn had relay. The dual horns seem to only show up on cars. Anything is possible after many previous owners. All info I see is from Chevy. Assume GMC is the same electrically.
Later on in the evolution, single horns got relays also. In trucks, that seems to be in 1953.
Martin: Not sure how you tested initially, but be advised, on dual horn relay, there is power to relay at all times at "B". Power is sent to "H" when "S" is grounded by horn button. Then the wire on "H" sends power to horn trumpet and back to chassis ground thru horn case/mounting bracket.