If you get nothing to the accessories with key-on/no start, and they only energize after the isolator connects the batteries in parallel after starting the machine (stator charging primary batter), you've got things wired incorrectly relative to the relay, the key-on power, your fuse box (if you feed from the relay to the fuse box for accessories, and/or the aux battery. Without being able to see exactly where everything is currently wired, I can't tell what the issue is.
Your primary battery should be wired as it came from the factory (positive and ground). Nothing else should be wired to the primary with the exception of the 12V+ lead to either side of the isolator.
Your aux battery should be properly grounded. The 12V+ lead should go back to the OTHER side of the isolator. The thin black wire from the isolator needs to be grounded. (in my pic below, the green and blue wires to the isolator are for my dual voltmeter).
From the 12V+ side of the aux battery, you should have a 12V+ lead to the relay (one of the two large posts). Then another one from the OTHER large post on the relay to the + side of the fuse box. Then the - side of the fuse box to ground. Then you need 12V+ from your key-on source to one of the two small posts on the relay, and then ground the other small post. When you turn the key on, that allows power to flow from the aux battery, thru the relay, to the fuse panel where all your accessories are connected. With this wired properly, you should energize all the accessories connected to the fuse box when the key is turn on, running or not.
You do want your MAIN (thick) winch cables to go directly to the + and - posts on the aux battery - don't runt hose through the fuse box. The thin wire from the winch contactor (the box that energizes the winch) can either go to the fuse box or the key-on lead if you want the winch to only work with key-on. On mine, did run the main 12+ back to the aux + post, but took the negative to the bus bar -- I really should move that one to the - post on the aux battery, but it's been OK and that bus bar is pretty stout (it grounds back to the aux battery).
This pic may help. I have a few more things than you do (positive and negative bus bars), but it's pretty descriptive.