Strange if you had not been actuating those relays. I don't know the SD. My 84 & 85 300D have relays only for AC and radiator fan (plus relays built into climate boxes). I assume you aren't talking about the relays on the climate push-button box. Normal Bosch 30 A relays don't get hot from the coil current, maybe slightly warm. If the contacts have too much resistance, they can get hot when flowing a lot of current, but that might mean they are about to die.

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1984 & 1985 CA 300D's
1964 & 65 Mopar's - Valiant, Dart, Newport
1996 & 2002 Chrysler minivans