You show a 5V supply connected to JD-VCC (Ry-Vcc) OR Vcc
AND a 5V connection to the Nano IoT 33 BUT no ground connection
AND a USB supply to the Nano IoT 33
Its not good practise to connect two power supply rails together - except (usually) for the 0V rails.
It seems this relay module is an exception (thanks @Paul_B)