When I engage my turn signal it takes about 1-2 seconds before the lights actually come on and the relay starts to click. With my other car (Chevy) when I hit the turn signal it turns on immediately. Is this normal for the Zed or is my relay bad?

I would agree with your relay having gone out, or in this case starting to burn out.

The relay is actually a special kind of switch. As the current begins to flow, it causes part of the wiring, through which the current is flowing to heat up. When it reaches a certain temperature, this bit of wiring expands on one side and causes the wire to bend in the opposite direction. This disconnects the wire from the unlit part of the circuit and onto the active or LIT part of the circuit. The wire quickly cools down and then snaps back onto the other wire. The clicking sound you hear is actually the wire flipping from one contact to the other.

Yes, there is also the possibility that there is some drop in the current from the turn signal switch to the relay, and then to the lights, but since you haven't mentioned any problems such as dimness, not working etc, I would first replace the relay.

Be sure you look at the right one though. Remember that the Hazard Light Relay is separate from the Turn Signal Relay. The Hazard on the 240's was on the passenger kick panel and the turn signal was behind the dash on the driver's side. In fact, there is a hole in the steering column support bracket that the relay fits in to very nicely.

It might be the relay, or it might all be in the switch too. I'd check the contacts in the switch first, then check to make sure the switch is fully engaging(ie. the column cover is not preventing it form making its full arc to make full contact) before going into the relay. Might also want to check the fuse panel connections and fuse too. Go for the simpler things first if you haven't already.