I turn my heater on and set it to auto, It will run through a cycle no problem but after that the fan does not kick in at all and I have to set from "AUTO" to "ON" in order for my heater to distribute the heat with the heater fan. Is this a relay issue not working correctly?

It sounds like the logic is going bad on your control board. It times the blower on and off. The only fix is to replace the board. My answer is only a stab in the dark not knowing the make and model of your system or not knowing if its gas heat or heatpump.