The only difference I can find is, that you said GND and 5V should run from the buck converter to the relay.
That is indeed what I said. Directly from the buck converter to GND and JD-VCC on the relay board.
But because the same buck converter Powers the Arduino and the relays, GND is at all interconnected and so it should make no difference in my eyes if GND comes from Arduino or directly from the Buck converter? Is there one more difference?
Yes. It is this matter of isolation as MarkT mentions. Short of providing a separate power supply to the two parts as in the diagram I quoted, you want separate wiring from the one power supply - the buck converter in this case - to each separate part, and as I emphasised, to keep the wiring to each section paired.
This is the real "noob" mistake - presuming that it does not matter how the wires are run as long as they eventually connect one part to another.
Well, we are not dealing with house wiring (and in fact, it matters there too!) here but with electronics and especially electronics that operates at radio frequencies - in fact ten times the frequency of broadcast radio - it matters a lot as wires are now radio antennae to transmit or receive! If you doubt that, just try holding your radio - on AM or FM - right next to your operating Arduino.
The second of my drawing is in my eyes the same as the one you shared. Only difference: 3.3V from Arduino instead of 5V.
So it is clearly wrong then on both scores. It shows the relay GND returned to the Arduino instead of the power supply (and it should be run in parallel with the JD-VCC connection), and it shows the relay VCC going to 3.3 V instead of the "Raw" pin.
The first one gets 5V to the logical side of the relay. Here I would be afraid that the Arduino gets damaged when logical pins are low and get 5V through it.
OK, you have it seems, read enough discussions here to be cautious about what voltages you connect to Arduino pins. That is excellent in itself but you will just have to read the last paragraph of my original explanation a few times in order to understand it.
OK, to help you, here is the circuit of the relay board: (Actually, let me attach that to my first post for convenience)
You will note the two LEDs in series, which means that until the voltage between VCC and IN reaches 2.6 V or so, no current will flow so it could never pull the Arduino pin higher than 5 - 2.6 or 2.4 V, which is much less than 3.3 V.
Please have another go at getting the diagram right - it will then be useful for others.