the relief valve is there for a reason, because it connects to the chamber that between the first and second diaphragm chambers of the regulator.
in the middle section, the pressure usually set around the max to double that output of the regulator, and guarded by the first poppet valve and the first diaphragm.
if the first diaphragm or the first poppet valve fail, the pressure will exceed the relief valve rating, gas escape and give warning.
Replace the relief valve with a plug, if the first poppet valve fail, it is still be ok because most the double stage regulator can handle the high pressure co2 at 800 psi with only one poppet valve working(second poppet valve).
If it is other high pressure gas(>1000ps), to seal the relief valve port with a plug is dangerous, first poppet valve fail and the second poppet valve can't handle high pressure alone.
If the second poppet valve fail, no matter first poppet valve good or not, the regulator is broken.