Thanks everyone for the amazing feedback!
I now see those are not sufficient, but just in my defense, some protections I took are:
1. As I mentioned, the mains comes from a fused socket switch, so at least there's some protection against high-current
2. There's no physical protection for high temperatures, but the microcontroller (which is installed inside the same box) is programmed to disconnect the relays and shutdown if temp > 70°C / 160°F (which I know is far from ideal - but that's what caught this issue)
Based on the feedback, I agree a din rail contactor would be better, but I've tried finding some before and couldn't find one controlled by 5V. Yeah, I could use small relays just to trigger the coil, but that adds complexity to the project that I planned on removing (and staying safe) by getting those sturdy relays.
For now I removed the ACS712 (it was the 30A version, but I think the manufacturer never though about changing the connectors, just the sensitivity) which indeed looks bad; and I'm now connecting live and neutral directly to the relays (without going through the blue connector first - they go to the blue connectors (low-current required) splitting from the sturdy connectors).
I'm considering adding some sort of thermal fuse, but I obviously need to do more research