HIDs do not draw much current at all, hence the fact that the factory HID wiring is fairly small (14 or 16ga). One relay would be plenty, those things are rated to 30amps. It sounds like you have some switch issues. It makes no sense that it would work with the truck off and not when its running. What are you using for the power supply to the coil in the relay? Is the relay hooked directly to battery? You should never ground directly to battery, I would move that to the frame. I think its a power to the relay problem at the switch, or you could have a bad ballast, and the vibration of the truck running is enough to prevent enough current for the inductive kick to "ignite" the bulb. That is easy to check, just swap ballasts between the two lights, if the same ballast has the same problem, voila, problem solved, if not, it tends to lead to the ground connection or the switch.