Except the wiring diagram I downloaded shows the default to be running
at high speed until the burner or AC shuts down and then low speed until
the fan switch cools down.

that is EXACTLY the way mine operates
the blower runs a low speed during the cool down.

its hard to tell one blower speed from the other by ear, but if you can, it would be a clue as to why the blower is on all the time.

Does it speed up when you switch the T stat from auto to On?

m