voyager click/relay

I have a 91 grand voyager an every time I hook up battery there is a click noise coming fro2 m the relays behind the alternator near dash.I'm also having battery drain issues also an had alternator an battery tested,ok.is this click from relay draining battery and what relay could it be?
I switched them an had same click .
Is this draining battery?

No one can answer that with the info provided. Have you connected an ammeter in series to the disconnected neg battery cable and the neg battery post to see what the current draw (drain) is. Not sure on the spec for your 91 but I would expect something like no more than 30 milliamps. Here's how: http://ricksfreeautorepairadvice.com/battery-drain-how-to-test/

I found out it is the auto shut down relay an even if I change it out with another it clicks.
Is this supposed to happen?

Clicking continuously or one click and done? If it's the previous then no. Random clicking relays is a sign of weak power. Check the the power drain as stated above first then go from there.