Enabling the iAU debug log and replicating the issue will show the actual file lock as displayed in the sample iaurelay.log below:

[2017-Aug-18 12:26:25 5816|4016] [dbg] trendmicro::process_lock::unlock [src\utility\tm\process.cpp(356)]  Releasing process lock iaurelay for path: C:\ProgramData\Trend Micro\Deep Security Agent\relay\www  [2017-Aug-18 12:26:25 5816|4016] [dbg] trendmicro::get_lock_file_path [src\utility\tm\process.cpp(82)]  the lock file path is: C:\ProgramData\Trend Micro\Deep Security Agent\relay\www\iaurelay.tmlock  [2017-Aug-18 12:26:25 5816|4016] [dbg] trendmicro::process_unlock_path [src\utility\tm\process.cpp(307)]

To resolve the issue:

1. Delete the file lock mentioned from the log, which is located at C:\ProgramData\Trend Micro\Deep Security Agent\relay\www\iaurelay.tmlock.
2. Initiate again a manual update from the Deep Security Manager. The said lock file will be created again when the iaurelay library has been loaded by the product during the update.
3. Verify that the Deep Security Relay is now showing "Updated" under the Security Update Status.