@Solla-topee 

Several ways.. Ohm meter shows has power, shocked myself because breaker was turned back on too soon, and bypassing the switch causes the light to go on and bypassing and connecting it to the relay wire causes the remaining lights to function. 

You say this can't be done... But it's happening 

  @Solla-topee 

Even if the wiring is bad or poor the unit should still power on when correctly connecting the cables. At this point we are speaking of just the unit powering on and not its functionalities. It will only turn on if I incorrectly connect them but won't function . What would be the cause of this? 

  @Solla-topee 

Any idea why the device will only power on if connected incorrectly? 

  @DDON This does sound lke a wiring issue.

It sounds as if the existing switching may be on the neutral side of the circuit. With the hot wire going to the light(s) first.

This can cause all sorts of strange issues with smart switches and cause them to not function properly or at all, but would not effect the functionality of a dumb switch.

  @Otrip 

Then can you explain why it will only power up when neutral is connected and line is connected to load terminal? 

Even with mismatched wiring I would expect it to turn on with neutral in the bundle and line connected to line terminal 

And can you tell me if there is an easy solution (like going to the light and moving wires)? 

Really does not make sense to hire an electrician for such a small thing 

  @DDON 

Lets take a step back. 

It sounds as if you have a multimeter you can use to verify the wires inside the box?

With the black probe to to your ground, confirm the only other wire that shows voltage is the "line" wire.

If no wires show voltage to ground then I suspect you have an improper (missing) ground.

Once you confirm which wire shows voltage to ground remove all the light bulbs from the fixture(s) and recheck if that wire still shows voltage. Then we can go from there.

  @Otrip

I do have a multi meter

I have tested every wire to ground (including each neutral) and only 1 wire is hot. 

When you say remove all light bulbs and retest, should I direct connect the line and load while testing this? 

  @DDON 

Leave all the wires disconnected when testing to ground. This way no part of the switch is in equation and only the wires coming out of the wall.

By removing ALL the bulbs you are essentially breaking that part of the circuit and it will tell you if that "hot" wire runs directly to the switch location or through the lights then to the switch location.

Much safer than physically touching the "hot" wire to the the ground (please don't do this) to see if the breaker trips, sparks, potentially shocks you, or the lights come on.