Help installing Z-Wave Dual Relay in Fan Canopy

Good day everyone, I need some help installing the following dual relay into a ceiling fan canopy:

What I am getting stuck on firstly is what do I connect to the aux wires since it’s being installed in a canopy and not to a switch? I am connecting it to a single wall switch which will remain on at all times and I control the fan and light via ST (on and off). I have it installed as follows: Hot from switch to hot on relay, load 1 and 2 on relay to the fan and light load on the fan, neutral from relay and neutral from fan both connected to neutral in ceiling housing.

I can only put it into pairing mode manually by pressing the pairing button relay button, and when I do only one of the loads work.

What am I doing wrong?

Thanks in advance for your help!

So I tried something else based on another thread here. I connected aux 1 to neutral and I have the same problem. The switch doesn’t turn on the fan or the light, and neither does ST. It shows up in ST but no matter which device type I use (based on different threads), the ST app just doesn’t turn anything on or off. If I press and hold the reset button on the ZWN-RSM2 then the fan comes on but the app still won’t turn it on or off.

Can someone who did this same setup please help?