Curranm - I see a few potential issues:
* Not sure why you're using a 9v battery to test the relay - are you no longer getting 5V from your supply board? That's the first bit to get working again
* Assuming your 5v supply is ok, remove the relay and check for connectivity between the supply connections on the relay board and the pins (i.e. pos with pin 16 and neg with 1) and test the supply connections with your on/off switch to make sure that's working
* If that checks out, you may have damaged your relay. They are sensitive to excessive heat and looks like you did some soldering with it installed (melted plastic on the relay). May be too late for this one but in future be sure to remove the relay before soldering - I learned that lesson the hard way myself
* Another suggestion for future - install the turrets vs soldering directly to the eyelets. Looks like you may have some excess flux and stuff that could be problematic. The turrets will help with your wired connections and you won't have solder on the board. Doug will do that for you for couple bucks if you don't have turret press.
Once you get your switching diagnosed and working again, you'll need to address your bleed over issue, and my solution would require two relays. You'll need a dedicated relay for the volume feeds to your FX. The one side (pins 4-8) leave as is, but pin 13 will go to ground, and you'll run wires from 6 to 9, and from 8 to 11. I usually wire these underneath the relay board. That way you'll ground the signal from the "off" channel so it won't bleed over to the "on" channel. Second relay you'd then only need half of it to switch V1 per your schematic. May be other solutions but that works great for my builds.