I am replacing a 4 wire thermostat with another 4 wire thermostat. It is a different manufacturer (Rona).

I have four wires coloured Red, White, Black and Blue.

I need to know which colour Fan Relay, Cooling Relay and Heating Relay?

Green goes to fan relay
White goes to heating relay
Blue goes to cooling relay (blue often is used INSTEAD of yellow)

Hope this helps.

White those colors you have listed there is now way to tell how the installer wired it. You will have to look at the furnace and mark down what color is where accordingly

But if I wired it

It would go
Red-r
White-w
Blue-y
And black-g
But thiss would be just a guess

But if i wired it

it would go
red-r
white-w
blue-y
and black-g
but thiss would be just a guess

This is correct unless someone has done something different at the factory.
I would need to SEE the wireing diagram from inside the heating/air handler unit to be sure.