Do all relays need a diode,
No, not all, only about 90% of them do.
In your circuit if you build it for real you'll see sparking in the switch. a diode on the first relay would help that, ansand make the switch last for longer. Simulated parts are indestructableindestructible, real parts wear out and break.
The second relay will be mostly switched with the coil unpowered so no diode, and probably no snubber even needed,
As the power to this relay's coil is bi-directional a simple diode won't work, you could power it through a bridge rectifier, or go with a resistor-capacitor snubber instead. or just ignore it because mostly the circuit will be switched with no current through the relay.