Okay, so you unplugged the connector with the heavy wires from the fan controller when the car was cold and the thermal switch connector was still unplugged, and the fan running at slow speed stopped. So maybe repeat that everything in the same state, but this time, instead of unplugging the connector on the fan controller with the heavy leads, unplug the one with the thinner leads which is the control connector, if unplugging that leaves the fan running on the slow speed, then it has to be the controller assembly/module.