With the circuit diagram you have finally posted, the problem is clear.
- You are using a capacitive dropper as a power supply.
- Current through a capacitive dropper is limited by the capacitor. At 50Hz, your 1uF capacitor has an impedance of about 3k ohms. At 220V, that's a maximum of about 70 milliamperes.
- Your relay has a coil resistance of 400 ohms.
- At 12V, the 400 ohm coil of the relay will draw about 30 milliamperes.
The coil of your relay draws about half the current your power supply can deliver. It is no surprise that the voltage drops.
Capacitive droppers are dangerous. You must regard every point in your circuit as being at line voltage. Any point in the circuit can kill you - even the supposed low voltage side.
Since you had to ask where the problem is, it would appear that you don't understand how a capacitive dropper works, which implies that you don't understand why it is dangerous.
Put it down. Unplug it. Don't touch it until you know why it is dangerous.
A capacitive dropper should never be operated in the open and should never be in a position for a person to touch any part of the circuit.