I have been having the same problem recently. I have replaced the matrix, rad, both water pumps, the thermostat, the fan controller unit and a number of pipes, but the cooling fan only kicks in (on fan speed 3) when it is very hot. Fan speed 1 & 2 never seem to work unless I switch the engine off when its quite hot. (Switch the ignition on again and it stops again).
I was talking to Keith at ACEngineering recently about an ongoing Davia issue I have, and mentioned this to him and he said that it sounds like a broken resistor (or broken wire leading to/from). I asked what resistor as I did not know of one and he said that he could not remember the exact location on the corrado, but somewhere behind the front bumper area. I have not yet had time to investige this, but I know there is one behind the front near side headlamp, but I thought that was for the lighting. Apparently the control system when the car is off does not use this circuit as it's driven from the ECU, but when the ignition is on, the feed via the radiator thermoswitch does.
Can anyone confirm/deny or expand upon this??