Instead, different relays control various aspects of the shutdown sequence, such as the fuel pump, ignition system, and other electrical components. These relays are usually located in the Power Distribution Center (PDC) or fuse box, often found under the hood.
To find relays related to the engine shutdown, you would need to consult a wiring diagram specific to your 2001 Jeep Grand Cherokee's engine (e.g., 4.0L inline-6 or 4.7L V8). The diagram will show which relays control power to essential engine components. If you suspect a relay is faulty in the shutdown process, you'll need to trace the problem using this diagram.
In short: You won't find a relay explicitly labeled "Automatic Shutdown." Troubleshooting a shutdown issue requires a more detailed approach with the help of a wiring diagram. A repair manual specific to your Jeep's year and engine would be invaluable for this.