Unlikely that both relays would fail at once. Both contacts in parallel across the caps and series load resistor.
If the relay contacts are normally closed, open when energised, it would need few parts or an aux relay contact pair each, to detect an open circuit coil, or faulty contact pair.
110v coil relays are a standard item, probably >200 as well, so at max,a fairly low wattage resistor in series, to lose a few volts.