Check to make sure there is no leaf switch blade tension against the plastic actuator arm. When the relay is at rest, the switches should not be exerting pressure in the "off" direction. If they do, the coil may not be able to overcome it. The switch blades should rest in the actuator slots neutrally.

Also, does the actuator plate move easily by finger? Can you operate the relay by hand without undue pressure?

Also make sure the actuator plate is on its hinge point properly and that the spring is not too tight. That's about all I can think of outside of a bad coil.