keithkyll's suggestion would have lead you straight to the problem.
Perhaps, if you put the lamp in series with one of the relay
contacts and wired it to 24VDC power, it could tell you if the relay operated.
Keithkyll's suggestion to "Put a 24 volt lamp in series with one of the relays", although not clear, I interpreted to mean in series with the relay coil. Usually in electrical jargon, "the relay" means the relay coil. But if you put a lamp in series with a relay coil, the voltage is divided between the two devices, and there are several possible outcomes, depending on the individual impedances of the two devices:
1. lamp lights and relay operates,
2. lamp lights and relay does not operate,
3. lamp does not light and relay operates,
4. lamp does not light and relay does not operate.
Putting a lamp in series with a relay coil then seems to be mostly a waste of time, unless you have a known relay and have tested to see how it works with a particular lamp.
On the other hand, if you put a lamp in parallel with a relay coil, it could tell you that you had power to that relay.