...put everything together with a relays module to create a power strip.
You can't dim/PWM a relay and with the Mean Well you don't need a relay.
what if I take the 220v AC and split it to use 2 different AC-DC converters: one to get 5v for arduino and the second one to get 10v for PWM?]
The Arduino has an on-board 5V regulator. So typically, you'd use a ~10V power supply. Then, you just add a transistor, connected to 10V, to "boost" the Arduino's 5V PWM.