The 06 Armada and newer that did NOT come with tow package will need the 4th relay.I recently installed a hitch on my 2006 Armada and ran into this same problem. I installed the standard 3 relays, checked the fuses under the hood and looked for the inline fuses under the dash (never found them) but still could not get it working.
Eventually I discovered a connector for a 4th relay under the dash. It is located right next to the connector for the electric brake controller. I plugged in one of the blue relays (the ones for the left and right trailer lights) and now the running lights work. I talked with the guys at Valley who make the trailer connector kit. They never heard of this 4th relay but said they would send me another relay.
See picture in my post above yoursCan some body tell me exactly where is the 2006 Titan tow relay under the left dash I was looking and lookin for it and nothing I found