You don't HAVE to do the relay harness, but it will keep your ballasts and bulbs from failing prematurely and would solve any flickering/not lighting problems.
The sidemarker being out would cause your halo not to work properly since the sidemarker bulb is completing the circuit. I still say you should connect the halo's + to the brown (parking lamp) wire and the halo's [-] to the car's ground, it would solve that problem.