Hi there I'm new to this site but I'm hoping you guys can help me. Im just wondering if someone can tell me the location of the fuel pump relay on a 1998 mitsubishi shogun 3.0 v6

Can't say for that model, but many are under plastic cover in Engine Compartment with other Relays. Hopefully they are marked under or on cover. I assume you determined no power to pump first, Did you check Inertia switch.