Is the intent to progressively turn on the four loads? Actuate SW1 and LOAD1 turns on; actuate SW2 and LOAD1 and LOAD2 turns on; actuate SW3 and LOAD1, LOAD2, and LOAD3 turns on; actuate SW4 and LOAD1, LOAD2, LOAD3, and LOAD4 all turn on? Is that what the three "steering" diodes are for?
If so, each diode will introduce a voltage drop of about 0.7 V as current flows through it to energize a relay coil. So, three diodes conducting means that the last relay coil gets 2.1 less volts for its coil than the first relay coil. Should not be a problem in an automotive system using automotive relays, but something to consider if you ever plan to add more heaters and more micro-switches.
An "easy" way around this, if it becomes a problem, is to use the diodes and micro-switches to steer signals to four small transistors that, when turned on, each energize a relay coil. An inexpensive NPN small-signal transistor (2N3904) works fine. You could also use an inexpensive MOSFET switch (2N7000). Since the currents needed to forward-bias the base-emitter junction of a transistor are small, inexpensive small-signal diodes (1N914 or 1N4148) will work fine too. You can build this on a strip-board with screw terminal blocks to accept the microswitch wires and provide connections to the coils of external automotive-type relays.
You will need either a base-current limiting resistor (about 10 kΩ) in series with the base of each transistor, or a gate-to-source terminating resistor of about the same value at each MOSFET. Relay coils connect between +12 V DC rail and the NPN transistor collector (or MOSFET drain). The transistor emitter (or MOSFET source) is connected to ground (- 12 V DC rail). If you decide to go this route, a 1N400x diode needs to be placed across each relay coil to protect the transistor when it turns off. Anode of diode toward transistor collector (or MOSFET drain), cathode of diode to +12 V DC rail. Any diode in the 1N4000 series will work.
It sounds like you have (re-)discovered diode/relay logic. I did a lot of that back in the 1960s before moving on to TTL (transistor-transistor logic) circuits and, later, microprocessors. Still has a place for simple applications like this one.