Not sure about the ZHP, however the M cars may be different??
I have not looked closely at an E46 M car, but my E39 M5 has what looks like a relay, but it is not one. It is called a ETK module or something like that and is all electronic. The pump is PWM controlled from what I understand? Has something to do with fuel delivery at higher RPM under load and the E39 M5 lacks a fuel return from the fuel rail, it returns at the regulator.
It is possible the E46 M cars are similiar?