ok, i would remove everything, i mean everything. Start testing everything piece by piece. Start with the 12v lead coming from the battery and the ground to the relay, if still 12 v(while car not running) then move on. Then add the relay. Check both sets of positive and negative for each light, you should still have 12v each side while relay is switched on( 0v while off). Also test any extension leads you may have added. This is not a difficult problem, just start at the beginning and test peice by piece. You will find your problem by process of elimination. I have been a union electrician for 12 years so i know what i am talking about. You may want to borrow a "good" meter if you do not have one just to make sure your tests are correct.