Whoah!
All that is a bit mind-bending, and you have posted the eBay links without removing the "?' and all the crap following.
It's a bit unfortunate that each of your eBay links points to a listing which has multiple options, and the regulator you have which is presumably without the voltmeter has multiple images all of which are pretty useless!
OK, "CC" would be the current limit control. It can be used to work as a constant current LED driver and if set to the wrong end will restrict the current. Basically, you set it by connecting the output directly to a 20 A multimeter and tweaking. I don't know what the other thing is as I can't see it.
The relay board is a bit tricky. It requires 70 mA each for the relays (or is that 90 mA? haven't looked closely enough). For ESP8266s you do need to feed Vcc with 5 V, not 3.3, so you probably are using it with the "JD-VCC" link in place and Gnd and Vcc connected to the WeMOS 5 V connections where you also connect the 5 V power.
There may be some tendency for the relay switching to interfere with the WeMOS operations. A large electrolytic capacitor (1 mF or so) connected directly to Gnd and JD-VCC would help. I don't know - you have not properly explained in what way exactly and under what provocations it fails to work.
You really need to show us your wiring - clearly.