I think you need to go back and have a look at what @drjohsmith asked in post #12. I think he is onto the solution.

 

explain how that happens when the five volt supply has been unplugged.

I read post #5 as meaning the shock occurred during the unplugging, not afterwards.

 

Well it's pretty late around here so , and the image I get with phone camera aren't clear enough with the lighting I have so, I won't be able to post the image till morning but The distance between relay pin for mains connection and relay's coil connections was around 5-6mm . And when I measured resistance it was around 150k ohm(the resistance readings were fluctuating quite a bit between 90k and 190k)

Very interesting, and probably the source of the leakage current. 150K is much less isolation than there is supposed to be.
Now, if you have another one of those realys, you can measure the resistance between the coil terminals and the contact terminals on it, and see if they all have such low resistance. This is where the shocks come from. I wonder if these relays have been underwater some time before you got them.