Wiring a switching regulator, two relays, and a LED…
Don't use SMPS. Yes, you have 12V dropout voltage but by only ~20mA load power loss is approximately 250mW which won't be troublesome for many of the "off the shelf" linear regulators.
Use ceramic capacitor for input and output decoupling of linear regulator. Seriously, your circuit will not work without them. About 470nF at input and 1uF output will most probably do the job. However, read the datasheet of regulator thoroughly!
Both diodes are orientated wrongly! Replace cathode and anode of the diodes - you will blow them otherwise!
Friendly advice - read some basic books about electronics before building anything. Predict what could possibly go wrong and deal with it. I mean seriously, otherwise it's just waste of money.