You don't need a different 12v feed to each one as only one relay should be pumping 12v through to the 30 terminal at one time.

Is the switch giving a 12v signal when you hit it? An easy test is to simply touch either 85 or 86 to ground and the other to postive on a battery. You should hear them click. If they're good, then move onto your wiring. Check for 12v at the 87 terminal. If you have it, then check to make sure your ground (85 and 87a in your case), is a good ground. If that checks out, then move onto the switch input. Make sure that the switch is putting out 12v to energize that relay. If that checks out, then everything is working fine.