OK on what you have... IMHO this is what I would do...
As direct as I can, do not use the Socket, remember one thing OEM uses the minimum wire gauge to save money.
Use Female Lugs, the kind that push on the Terminals on the Relay. then use the 12 ga wire for the power pin 30 and 18 gauge wire to actuate the Relay on pins 85 and 86 to ground.
IMHO the 14 ga wire is at the minimum of the wire gauges to be used for the main power unless the lights have 55 watt bulbs.
If you use the Push-On Wire Lugs, get the kind that are not insulated, squeeze each lug a little before sliding over the relay terminal just to make sure they seat tightly and use Heat Shrink on each terminal. Verified that the circuit works as you want it to, then use the Heat Shrink that has glue in it; that way each connection will be waterproof.
Also, the Heat Shrink will help secure the Wire Lugs.