Digital pin output voltage, not triggering 71mA relay coil
The digital output pin cannot output sufficient current to drive the relay directly. Iirc this question was already asked. You need to add between the Arduino and the relay a driving stage, for example with a FET. Or you can use a shield that already has this additional circuitry.

Just google for "Arduino relay driver circuit" and you will get various options.

This is pretty close to your setup.