From your diagram can I presume that the pool and spa light are of the 120V variety? I am going to presume they are 120V
Something just doesn't look right to me
Do you have the Standard Power Center or the Sub-Panel Power center model? (the sub panel model has a section for circuit breakers and a GFCI outlet can be mounted within the side panel of the cabinet)
Did relay 4 work the only the Spa light?
Did relay 3 only work the pool light?
Are there any other neutrals wires wire-nut spliced in the Aqualink?
The way you have the wiring it looks like relay 3 controls the line side of the GFCI and therefore the GFCI will only have power when the pool light relay is on.
Also there is no GFCI protection of the spa light per your diagram.
From what I see, it should be wired as this:
1. Your GFCI Line side HOT (Black) and Line side Neutral (White) should be coming from the breaker panel.
2. The GFCI load side HOT should be feeding the line 1 screw terminal of relays 3 & 4.
3. The load 1 screw of relay 3 will go to the hot (black) of the pool light and load 1 screw of relay 4 will go to the hot (orange) of the spa light.
4. The neutrals (whites) of the pool and spa lights get tied back to the GFCI load side neutral.
5. All ground wires (green) should be tied to the grounding bar.
I am attaching a diagram of what I think you should have.
View attachment Visio-Aqualink RS light wiring.pdf
I found this installation manual of the Aqualink RS on line, see pages 12 & 13 about the light wiring with and without transformers
http://www.jandy.com/~/media/zodiac/global/downloads/0748-91071/6594.pdf