Here's the updated connection diagram:
Screenshot 2022-12-02 at 18.30.44.png
...and this is the code from the config.g file:
; Milling motor and relay configuration
M950 R0 C"vfd+out7" L4000:25000 Q1000 ; enable router relay on out7
M563 P0 S"St George" R0 ; assign spindle 0 to tool 0 and name it St George
T0 ; select tool 0
M5 ; ensure motor is turned off
Note: I have used this relay to provide mains power to the milling motor, which is activated from Out7 in this case. I guess any Out could be used, but the code would need to be changed accordingly.
Many thanks to @dc42 and @jay_s_uk for helping me resolve this, and I hope this diagram will be of use to others.