Connecting Relay and arduino with a load

That is a mistake. A 12V relay board would have been a better choice. That way, the relay coils would be powered directly by the 12V PSU. With a 5V relay module, the Arduino's onboard regulator must supply power to the relay coils, and the onboard regulator can easily overheat, and it's voltage can drop, causing the Arduino to reset or be damaged. And that's just with one relay. With 4 relays activated at the same time...

Better even than 12V relays would be to use (logic-level, n-channel) MOSFETs such as stp16nf06l or irlz44.