Just a little question.
I am using a 12 Volt power supply for a Nano. (12 Volts is a must)
Also I want to power three peripherals at 5 Volts ( Two relays, and a PIR)
So, which would be best to power the relays and PIR?
Run them from the 5V pin on the Nano.
Use an LM7805 connected to the 12V supply.
I would opt for creating a separate 5 volt buss simply because of the relays and make sure you use decoupling capacitors as well as placing some flyback diodes across your relay coils. Really up to you buy I would not power relays off the nano.
You might get away with powering a Nano from 12 V to "Raw" or "Vin", though some people report clones having regulators which fail at that voltage.
If you want to power anything else requiring 5 V - apart from a couple of LEDs at no more than 20 mA - then it is a terrible idea. The regulator has almost no heatsink, will overheat and shut down - hopefully a reversible condition.
Get a switchmode "buck" converter to 5 V, use it to power the Nano via the "5V" pin and all the other components. Just forget the on-board regulator.