Relay seems to fail (sticks on) when a load is present, but not otherwise - does that make sense?
THermal regulating Relays get a lot of cycling and inrush currents at random phase voltage .  When they cycle a few times a minute they can wear out prematurely from arccing and pitting on the contacts which of course causes them to be partially welded and stay on.

The problem may be some engineers overlook the fact that the rated current is less than the surge current due to the PTC resistance  coefficient and if switched at peak voltage at random with a low cold resistance to the heater element instead of 10A it might be 25A peak before it settles to 10A. This naturally erodes the contact plating faster.

SMD diodes come in dozens of case sizes incl. SOT023 shown in your photo


Read and understand this
Consider a better replacement if it fits.

Time to replace the Relay with an equivalent or better rated relay from OMRON or Panasonic.  Many disti's carry these and ship same day  https://www.digikey.com/products/en/relays/power-relays-over-2-amps/188?k=&amp;pkeyword=&amp;pv69=80&amp;FV=1200002%2Ca8c0007%2C16040020%2C160c0027%2C160c002c%2C160c0036%2C160c0039%2C160c003f%2C160c0041%2C160c004f%2C160c0052%2C1f140000%2Cffe000bc%2Cfffc00ec%2Cfffc00ff%2Cfffc0027&amp;mnonly=0&amp;newproducts=0&amp;ColumnSort=1000011&amp;page=1&amp;stock=1&amp;quantity=0&amp;ptm=0&amp;fid=0&amp;pageSize=500