+1 for Steve’s response. That relay (5DF 005-445-08) failed on my ’94 940 resulting in just the side-lights coming on with the ignition. I sourced a replacement via eBay, but they are very often mis-described there as fuel relays.
I think later cars like yours have a fuse that can be removed to disable the DRLs. The manual for my 1998 940 says this is fuse 25 which is third from the left in the very front row of four fuses. It should be 25A if fitted. It is not there on cars with the earlier wiring and may also be region specific.
In the USA disabling the DRLs seems to be a popular mod and involves swapping the headlight switch for one from a model without DRLs. I do not know if the switch is in the circuit in the UK, but if it is it might be a place to check for a fault or intentional disconnection by a PO.
You may also find some helpful info in this thread, especially post #5.
https://www.volvoforums.org.uk/showthread.php?t=58641