You could do the same thing with only one relay depending on how the tranny switch works. If the switch uses the battery voltage to indicate the gear, than that same wire could supply enough power to energize the relay turning it on and the lights. The RZR backup lights could be used to do the same thing when not in reverse.

The tranny switch is just a 5 position switch with one common pole connected to a 6 wire connector. The common is switched into the other 5 poles to indicate gears. The common could be ground or battery voltage. It could be measured at the connector from the brown/red wire.