probably a bad wire in the high speed loops in the fan motor. or a bad switch contact or a broken wire somewhere in between. The heater fan motor isn't a huge power hog so there isn't much of a reason to use a relay.
Many multi-speed electric motors have multiple sets of windings in the stator. to get more motor speed, you apply power to more of the sets of windings. If the fan motor isn't working at top speed, it's not getting power in all the windings as designed.