As in the UK wiring "ring circuit" thread, there is an obvious debate here. Your design has merit as does the ring circuit.
I think the code intent is to avoid this type of install, as indicated by an exception that allows control wiring to be parallel with spelled out requirements. As with a "ring circuit", there is not absolute guidance on this install.
The OP can avoid this with his relays, because there is an exception for parallel conductors for control as long as the conductors meet the requirements of the exception in 310.4(A).
The code's intent on parallel conductors is when more then one conductor is used to emulate a single conductor.
The NEC states parallel conductors as being joined together at both ends
My diagram has no such thing in it. There is not a pair of conductors that are teminated together at each end in this installation.(1) General. Aluminum, copper-clad aluminum, or copper
conductors, for each phase, polarity, neutral, or grounded circuit
shall be permitted to be connected in parallel (electrically
joined at both ends) only in sizes 1/0 AWG and larger where
installed in accordance with 310.10(H)(2) through (H)(6).
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