Ok, to answer my own question yes there is something that goes pop, there is a fuseable link within the power window relay and yes I had blown it by connecting the switches while the ignition was switched on....
All sorted now though with a blob of solder...

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"Earl" 1998 2.8 V6 Cabriolet
"The Duke" 1997 2.6 V6 Cabriolet (Sold....sadly)
Project "Best of Both Worlds" 1995 S2 Quattro Cabriolet