Heetseeker_1
When electrical problems arise they can usually be traced directly back to whatever it was you did just before everything went in the toilet.
Did it happen when you switched it on? If so, I would really suspect the relay.
The 12 volt circuit from the switch to the relay would normally be isolated from the 12 volt circuit that feeds the lights.
The light circuit passes through the relay contacts but should not come in contact with the switching circuit.
If I understand what you said, that fuses blew both in the circuit feeding the lights as well as the circuit the switch is connected to,
then the relay would be about the only place they would be close enough together for them both to be involved in a short.
Even if the relay is not the problem, don't let all of those fuses blowing scare you. Just disconnect all of the new wiring that you just installed then replace and test each fuse that blew.
If your system can be returned to normal with your new light circuits disconnected, carefully check out all of your wiring and the devices you installed before the trouble started.
If you don't find anything wrong, replace the fuse to the switching circuit and close the switch. If nothing happens, open the switch and re connect the switching circuit to the relay.
Close the switch again and see if the relay picks up. If it does, open the switch and reconnect the light circuit wiring then replace the fuse to the light circuit with a much smaller fuse.
If that doesn't blow when you put it in, close the switch to energize the light circuit. (Remove the bulbs first so that you are only testing the wiring).
By this time, you should have everything working or have located the fault.
This may or may not be of any help with your problem but if you just keep cool and think about it, you can probably figure it out.
Best of luck,
P. S. I don't see anything wrong with your wiring if you hooked it up according to the diagram you provided.