@Multimax do you send initial states for all children for this multi relay node? HA won't show anything that hasn't sent initial data to show.
https://www.home-assistant.io/integrations/mysensors/#presentation
I have encountered the same situation trying to use a switch to control some blinds.
Has there been any update on this issue from either Home Assistant or MySensors, or any workaround developed?
What I did not try but might work: copy your persistence file, delete the old GW and create a new one with the persistence file you copied. Maybe the devices are preserved like this. Maybe you should create a full backup before...
<edit: typo>