If it still blows the fuse with the fuel-pump relay removed then, surely, it has to be in the ECU?
Re-fitting the plug might be activating the relay for a few seconds, temporarily feeding things like the injectors [unlikely to be a short] and more hazardous things like the Lambda probe's heating coil.
You could also try unplugging the power-steering switch and the can-purge valve. Both a long shot; but quick.
Only one way to prove it. Have you got a meaty ammeter [clamp or in-line] to test the ECU's earth connexion for a big pulse of current when this blows? [Or fit a lower fuse in it?] If it's earthing down the ECU's earth cable; then it's time to call BBA.
[I have heard of dealers changing a lot of engine looms on Clio 2's - mainly 16v ones; probably not relevant, but...]