Yes, you may have relay trouble. In my experience with an '87 740 and a '94 940, the no-start temperature is below -20 degrees Canadian.

Get a block heater installed anyway, your car may just be cold-blooded and it may make the no-starts go away. The neatest solution for the cord is to zip-tie it to the front member over the battery and let it dangle inside the engine compartment (not close to the battery + terminal!). When winter comes, cut the zip tie, fish out cord, and let it dangle over the right headlamp for the duration. Keep the cover on the plug. The front of the Volvo is pretty well sealed against road spray, leaving no gaps to feed the plug through, but there is no need to let a mechanic chop a hole in your grill.

You only need to plug in the block heater for 30 minutes or so to make your Volvo start easily. I plug everything in at night and unplug the extension cord in the basement, then go down and plug it in at breakfast time (my electro-mechanical remote car warmer). If you are electrically inclined and have a meter at hand, look for about 10 ohms at the (unplugged) cord to confirm that the connections outside are good.

Another thing: When parking at work with no outlet, point the car away from the wind to let it keep just a touch more heat in the engine bay. makes a difference!