that i have connected the VCC/gnd to a 5V DC power supply. The arduino is powered by another DC power supply running at 10V. The relay control signals are connected to pins 2 to 9 on my Uno. Is this setup ok? For some reason I pin 4 is not turning on anymore (might have gotten damaged?) but wondering if there is a better way to do this. All other pins are working fine and pin 4 was working previously but not anymore.
Since every relay except the 4th is working, I would suspect either a hardware problem, or a problem with your sketch. These relay boards are fairly low quality, and the relays can easily be damaged by inductive loads or high current.
The wiring for that type relay board is a bit unconventional.
The jumper from JD-VCC to VCC should be removed, and the 5v supply for the relay board connected to the JD-VCC pin and the GND of the relay board.
The Arduino output pins should be connected to the relay board input pins, and there should be a connection between the 5v pin of the Arduino and the Vcc pin on the same header as the relay input pins. There should be no connection between the GND of the Arduino and the GND of the relay board.
The relays activate when the Arduino outputs a LOW.