My central electric heater is blowing air a few degrees above room temperature. The main breaker and breaker on the unit are on. Both elements ohm out so I assume they are not open. Do the relays that control individual elements frequently fail?

How much is a few degrees? In most cases you won't feel "hot" air but only warm air coming from the vents. Another thing is the type of unit it is. Is it electric or gas heater? That makes a difference because inder these extreme cold conditions an electric heater may not be working right. If electric does it have a switch for "emergency" heat? Try that and see if it warms up or not.