5 V from power bank not constant when supply circuit
Next the electromagnetic lock consumes 12V 200mA so, I increase 5V to
  12V by using a 5-12 converter


Conservation of energy always applies, so when you boost the output voltage the input current must increase. 12V * 200mA = 2.4W. 2.4W / 5V = 480mA. However the booster may only be 80% efficient, so it might need to draw 25% more current to make up for losses in the conversion, ie. a total of 600mA which is 3 times the output current.


  and the 500V converter that uses the input of 12 V then boost to 500V
  and this converter consumes 8mA


So that's another 24mA at the 12V booster input, for an (estimated) total of 624mA. Now add 300mA for the LCD and 70mA for one relay, for a grand total of 994mA. A port rated for 2.1A should handle that if it is properly designed.  

But how efficient is the 12V booster really? does your 500V booster actually only draw 8mA under load? What is the real total current draw under all operating conditions? To find out you need to measure the current draw, not just guess it. And can the '2.1A' port really deliver 1A without dropping below 4.75V? Again, you should test it with a known load current. Only then will you know where the problem lies.