Your schematic looks fine but FYI, it is MUCH easier to just pick up a pen and pad and draw a schematic any way you want than to use some funky software and wind up with ground symbols upside etc. Hand drawn schematics are more effective and faster for anything but complicated circuits. Just take a photo of the schematic you draw. You'll find it much more convenient.
About your schematic, you did neglect to mention something , right ? (like the schematic represents ONE of many similar circuits you have connected )
You do realize the arduino on board regulator is only good for slightly more than 500mA (the USB limit)(onboard running off the ext dc pwer jack is good to about 800mA)
If you draw a proper schematic showing EVERYTHING you have connected it will be obvious what your problem is.
You should be able to power the relays off the 5V 2A supply and the led strips off the 12V supply so I don't know why you are saying your limit is 5 or 6 relays. (250 to 300mA) Have you actually measured the current from the 5V supply powering the relays ?