Hey mate,
Once there is a fuse in the line anywhere between the battery and the lights, then you are good. As a general rule of thumb,closer to the battery is better, as more of the length of wire run is protected against short circuit. So yes, you can fuse protect the circuit before power gets to the relay, i.e. between the battery and pin 30 on the relay, and applying to the above theory, it would be a better setup.
However, to clarify my setup - I didn't take power for the lights direct from the battery - I took it from the fuse box in the engine compartment - the one that's used to distribute power to the main systems in the vehicle (lighting, ignition, glow plug,and aircon). The fuse box in the dash just breaks down the electrical distribution into individual systems. In other words, my system is
Code:
Battery -> 30A Fuse -> Relay ->10A Fuse -> RHS Light
10A Fuse -> LHS Light
but there is nothing wrong with what you are proposing,i.e.
Battery -> 10A Fuse -> Relay -> Lights
or
Battery -> 30A Fuse -> 10A Fuse -> Relay -> Lights
etc, etc
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