Mega and 8 channel relay issue

I have a slight issue that I would really like some help with. I have the elegoo mega and 8 channel relay module controlling 8- 120v receptacles. The code I wrote cycles through all relays 500ms on, 500ms off. It cycles through the code continuously just fine with nothing plugged in, and with 1 or 2 lights (120v 3w led bulbs) plugged in also. But when I tried 3 lights it cycled through 3 times and paused, as if it reset, and then continued for another couple sequences, only to reset again. I’m powering the module from the elegoo mega, which itself is powered from a 5v adapter capable of outputting 3 amps. I didn’t think this power configuration would be an issue because only one relay is energized at a time. Should I try dedicating a power supply to the module as well?

Show us a good in focus image of the wiring.