Are relay shields safe?

OK, you are experiencing some confusion here.

The point is that you do not power a serious project vie "Vin" or the "barrel jack" on the Arduino UNO(/ Mega 2560/ Leonardo/ Nano/ Pro Mini.

Both the Arduino and the relays require 5 V power, so you provide exactly that - regulated 5 V - to the "5V" power input pin. The only problem specifically with the UNO and Mega 2560 is that if the PC is connected to the USB port while you are powering it through the "5V" pin, it may feed a slightly higher voltage to the PC's USB system and cause it to shut down, so you need to disconnect the 5 V while connected to USB.