E36 does not always have an ABS relay in the fuse box. If it does its red and has ABS is written on it.
I bet if the ABS codes cant be read because the pump its self is at fault.
Some E36s especially 318is has the relay bit built into the pump itself.
What I would do if I was you would be buy a second hand pump (FROM A CAR WITH NO RELAY IN FUSEBOX!!) a 318is with the same codes written on there.
Its easy to change if you have brake spanners or just buy a set in the pound shop and butcher them so they fit on/over the lines.
Once the pump is swapped, system bled, and the system checks itself the lights will go out.
If you read about the pump being repaired its not really relevant for this scenario that's more for 6cy cars.
Speaking from personal experience here.