Relays can switch any kind of load for any signal in any direction within power limits of course. They can only go on and off, nothing in between. They cannot be switched on and off at high speeds, nor should they be since it is the switching that causes the wear on the relay. They do not wear down while conducting or blocking, unlike solid states switches which can switch very fast and easily, but wear down while they conduct.
Also, if they fail, they fail open rather than short.
So if you need any of these things, that's what a relay is for. What exactly did you want to replace them with? (You probably can't). If you replace them with a wire well, they device will always be on- and if you leave one on while your car isn't running, your battery will die (that's what I assume is the case with most of your devices).
Are you sure something else in the car isn't monitoring the device and the controlling the relay acting as a kind of circuit breaker or smart control?