This is in fact strange. The only reason why it don't work is: you didn't visit Relm in her room in Thamasa or you didn't visit "zombie" Strago at the base of Fanatic Tower (don't think it matter too much tho). Anyway, just go do some more quests and after a while, come back to Jidoor to see if the lights are off.

And btw, Shadow has nothing to do with Relm appearance in Jidoor.