I had a similar issue with my CR-1020. Many many hours of troubleshooting, so wanted to share here in the hopes of saving others some heartburn.
After a full power supply recap (both pcbs) and power transistor upgrade to higher voltage TIP31C in the supply, protection relay would not fire. The -25V output sat at -10V. Cleaned the flux and grime off the bottom side the PCB and the output went to +6V. Disconnected the two purple wires from the -25V post to eliminate loading. No improvement. Removed and retested all 4 transistors; junctions not shorted nor open. Decided to look at the .01uF capacitors. In circuit across the terminals, the one on the -25V supply measured 6 kOhms whereas the one in the +25V supply measured 3 megohms. Pulled the caps; neither was leaky. Pulled the 4 transistors again. Still 6 KOhms...strange. Used flux remover to clean top side of PCB around the .01uF cap, removing glue residue around the heatsinks. Resistance now 2 megohms. Apparently the glue that Yamaha used was not electrically benign and the -25V supply is extra sensitive to leakage current (check out the curcuit topology). Reinstalled all components. Reconnected all wires. Voltages perfect. Relay works.
—Ed