My DRLs don't work legally. That is, the don't turn off when the lights are turned on. I bought what I think is the correct relay and I've wired them up as per the diagram on the relay. Power supply to relay = yes, relay earthed nearby to bodywork, DRLs connected to the Red & black feed cables, and the yellow is connected to the sidelight feed which is red / black [ Ro Sw] according to the Haynes wiring diagram. Only thing different I've done is the power feed to the relay goes via the dash area and there is a switch so I can 'manually' turn them off if I want to. That works fine when the side lights are off. But they stay on when the lights are turned on.

What have I done wrong?
Relay wiring diagram is attached.

Earth the DRLs on the live side of the headlight bulbs. This way when the DRLs are on, they earth through the off headlight bulb. However when the headlights are on, the DRL looses it's earth as it goes live, so they go off. Simple. No need for DRL relays or other stuff.

That's genius! Thank you Nodge.