I don't think that is good for the Arduino to supply power for all this consumers:
Use an external power supply (with ground (0 Volts) tied to the Arduino's GND).
I don't think that i can use an external power supply for a LED that is being controlled by an Arduino pin.
You can, see the 3 examples below schematic below.
1. What resistors do i need to use for the LEDs? Maybe 300-400 Ohm?
2. Why use a power supply with 1-2A when the Arduino works with 400mA? Or this will supply power only for the relays and won't affect the board?
3. What software did you use for the schematics?
5. Can i come back in a few days and post a reply in this topic with my final schematics?
Her are some Web sites to review: