I think Favo might have one of those relay modules with the drivers built in?
My guess is that the relay module is sensitive enough that it gets turned on by the voltage difference between the 5v power supply and the 3.3v logic output of the register.
You could try:
Powering the shift register from 5v
OR power the relays from 3.3v
OR put a diode (or two) between each pin of the shift register and the relay module. This should drop the voltage enough that the relays won't turn on unless you turn them on with the shift register
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I think Favo might have one of those relay modules with the drivers built in?
My guess is that the relay module is sensitive enough that it gets turned on by the voltage difference between the 5v power supply and the 3.3v logic output of the register.
You could try: