Are these relays connected correctly?
Yes, your relays are hooked up the right way. I'm using the same modukes to drive a fan 75W and a HPS-Lamp with 400W. As long as you drive the heater with AC voltage, you're in the specs (different than stated in previous comments).
But the humidity sensor (a DHT11/22) isn't, as far as I remember its pinout...
And could you explain what the Transistor is for (if it is a transistor, I'm curious what you want to achieve with this wiring)?