You don't need a relay for that. Just a MOSFET and a freewheel diode will do. A relay would add something like 50mA of holding current on top of the 200mA fan current; very inefficient.
Yeah, don't expect too much from this one in terms of powering all sort of stuff through its onboard regulator. I'd recommend putting a 5V power supply into your setup just to be sure, even though most of the stuff you list doesn't draw much current.