The vehicle needs to be hooked up to a scan tool to get it out of security mode typically with a Cadillac that new it’ll have to be done at the dealership due to the chip in the key the computer is thinking that it’s being stolen so to speak whenever you replace a battery on those always hook up a jump box before removing the cables that way you don’t have this issue again

What relay are you looking to find ? Anti-theft light lit ,DTC's - diagnostic trouble code's stored . Hooking up a factory or some other type professional scan tool To read code's is how to find the problem . You will never find the problem without doing that. Your best bet , have a qualified repair shop diagnose the problem . All you will manage to do is cause more problems without knowing what your doing .