My system is blowing out cold air and the blower never stops runnning. I have a traneTWE060D150B0. The auxiliary light is constantly on. Don't know where to start. Can't tell if it's the thermostat malfunctioning and not allowing heat. If I bypass and connect few different wires and can make th coils get hot but when plugged into the relay/delay little black box, there is no heat the coils stay cold.

Sounds like a bad sequencer isn't powering the auxiliary heaters. But a risky method is.