My fuel pump relay keeps popping. Even if the ignition switch is off and I replace it. Pops as soon as it is inserted. What could cause this issue other than fuel pump? Thank you

Maybe disconnect the battery and try to insert?

I did that. Also I have taken the rear seat out and disconnected the fuel pump electrical and it still blew. I disconnected the fuel filter and it still blew. I then found and disconnected the fuel pump control module and it didn’t blow. I think this may be the problem. Has anyone else had this issue?

With a multimeter, see if the power line (fuse or relay pulled at source and unplugged from module) is shorted to chassis ground. If not, and fuse blows when module is connected to power, you have your answer. Replace module.
I just went through this drill to locate a shorted door control module that was killing the interior CANBUS.

I ordered a module off eBay for like $70. It was used but the salvage yard said it was compatible. My question is do I have to get it programmed to my specific car or is it plug and play?

I "think" you can swap the module directly. Be advised I'm not taking the time to dig into the WIS (Workshop Information System) I have as it turns into a rabbit hole; I start reading and don't stop for hours...
The following applies generally to the vehicles with which I am familiar which are the '99 to '09 MB sedans and such. In general, the only modules to be programmed to the car are considered theft-relevant and require the VIN to input into the module. The VIN can be modified later but it takes the developer kit and technical knowledge to do so. These items are usually the EIS (ignition switch), ME-SFI (motor electronics), keyfobs, steering lock module, and instrument cluster. The ESM (electronic shift module) requires initialization on the first install but can be transferred to another vehicle later without issue. If you were to obtain a rebuilt/virginized motor electronics module, that module must be mated to the car using STAR/Xentry or equivalent. I've done one of those as a favor; I was a bit nervous first time but it actually went smoothly and quickly without any issues.
Later model years Mercedes coded many more modules as theft-relevant such as the instrument cluster clock(!). To me, seems like a way to force owners to the dealer and not aftermarket.

Huge help. Thanks a lot guys!

Car is fixed it ended up being the part I ordered.