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pin 33 has a wire in it, but if you trace it back it goes to a plug under the fuse box that dead ends - there is no wire in the mating plug. that was the case in my 02 denali. also, when you get your system tuned to activate the fans (it wont work until you do) make sure that your tuner copys all the settings from an 05-06 for the fans and ac settings. when using the 2 wire setup you are doing, all the settings have to be right or it will not work correctly. pm me for more specific explanation.
have you had your ecu reprogrammed to work correctly with the fans? if you haven't, the fans wont run in the correct mode and your ac will not run properly because the condenser isn't getting cooled correctly. I had this issue with mine until I had all the settings on my ecu reset to the 05-06 settings then it worked perfectly.