40 amp relays have a tendency to burn up with that fan.
You want your low speed auto controlled with a 40 amp relay, and your high speed a manual override on the switch using a 80 amp RV type solenoid. Crappy tire, or autovalue has the solenoids for under 20 bucks.
Use the largest gauge wire you can for the hispeed, 10 is good.
I've set about 6 of these up, and found the above recipe to be the most reliable.
hth