Power issue using Arduino Mega, 12v Swtiching power supply and buck convertors

Greetings,

I'm working on an IoT project, using Arduino Mega, including various modules like Sim800L, Step motors and ... .
As some modules like Sim800L use around 3.8v to operate appropriately, I need to have 2 power rails (5v and 3.8v). So I'm using 2 buck convertors (LM2596 3a and 5a) and I'm also powering my Arduino directly with 12v power supply.

Here is the issue I'm having:
Everything works fine if my Arduino is connected to both the USB and Power supply at the same time. But when I disconnected the USB cable, Arduino behaves abnormally! For e.g, relays get ON if connected to USB, they get OFF when the board is only connected to the power supply! I have no idea what's the matter with my circuit.

P.S
1- I attached picture of my wiring (only including 2 modules and the power wiring to give a general illustration)
2- I use multiple modules with different current loads, but I'm careful not to exceed the maximum current limit of Power supply, Arduino board and the buck convertors (based on calculation and measuring each module's load)

Are all modules except arduino powered by external power supplies or are there any that are powered by arduino?

Your diagram is extremely uninformative. Could you draw another one with ALL modules and all power and data lines labeled?

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It would be best if you posted a real schematic, not a frizzy picture showing ALL connections as you have them including power and ground. Also links to "Technical" information on the hardware items will help save a lot of questions. I will take a SWAG and say your ground system is broken ie. not all connected together.

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