A relay component is almost for sure not made in that way.
What, why? A relay component, if anything, most certainly
should be made this way. How often do you want the coil next to the contact(s) in the schematic?
But of course the complete device must be created (in the library that is) from multiple symbols, (a coil and one or more contacts) if you create the device yourself and draw everything as one symbol then obviously it won't work.
As for moving parts between sheets, I'm limitied to one sheet here so I can't test, sorry.