Guess first thing I would do
Pull front rack and put multi meter on battery to test voltage, make sure it didn't short out internally and there is juice from which to draw from.
Battery tests good? Start wiggeling all connections on the battery posts to ensure those are all tight
Start checking all fuses make sure those are all good, your winch should have a circuit breaker so if that shorts it should open and prevent harm to the main electrical system
The relays are all fed by fused circuits so they should all be fine, it's just a matter of back tracking circuits to find the fault and then finding out why it failed and repair it. Hopefully it's something simple, loose connections/bad ground/s (all grounds should be on a stud on the left side of the frame (when sitting on machine) just to the right of the gas tank fuel filler..make sure that's tight as most all electrical problems usually always go back to a back ground.