If you can control the window motor up and down with the local switch then it is not the relay! It still could be the GM5 however.
I have seen a couple GM5's that have had bad inputs from the windows switches, but, that is pretty rare. I didn't believe it the first time I was contacted. He said he replaced the switch and the problem presisted and wanted the relays replaced. Symptom did not sound like a relay, but, I told him to send it in and I'll take a look. Sure enough two windows switch inputs were bad. One window would not go up and another window would not go down when tested on my known good test bed.