It's always best to diagnose a problem rather than just keep replacing parts until one of them fixes it. As you've found out, it can start to get expensive! There are three different relays in the M/T starter circuit and the starter gets it's signal from the starter relay in the IPDM. The "SC" section of the factory service manual has wiring diagrams, schematics and diagnostics for the starting system, which you can find at this link:
https://nicoclub.com/FSM/Frontier/2006_Frontier/sc.pdf