It is not idiomatic English to say "a problem of his leg".
Prepositions, in general, cannot really be understood on their own. Different phrases use different prepositions, and not always in entirely predictable ways. We say, "a question of usage," "a matter of usage," but "a problem with usage." We would say "a disease of the immune system," but "a problem with the immune system." Why? It's not really clear. Part of learning any language is learning which preposition is typically used in which situation.
If you say, "a problem of his leg," most speakers would guess what you mean, but many would correct you, and say you should replace "of" with "with" in that setting.
In the phrases "any relation" and "no relation", we always use the word "relation".
Is he any relation of yours?
John Smith was friends with Brian Smith (no relation).
(We would not say "any relative". It would, however, be correct to say "Is he a relative of yours?" or "not a relative" - though in the latter case, "no relation" is more idiomatic in most contexts.)
In a few expressions, such as "cared for by relatives", it is virtually always "relatives".
Otherwise, the two are synonyms, but "relative" is the more common term.
In "relative by marriage", "close relative", "distant relative", "my relatives", etc, the term "relative" is significantly more common, but "relation" is equally correct. It is also very much more common to refer to "visiting relatives" than "visiting relations".
Of course, there are other (non-family-related) definitions of both words, so they differ in that respect, too.
Best Answer
An issue isn't much of a problem, it's more an annoyance or a minor trouble.
Summary:
An issue is much softer than a problem and has a readily recognizable solution. Mostly an issue bears only a slight impact, and causes personal annoyance.
A problem is life altering, temporarily or permanently. They can cause others to be affected. A "problem" is something bad that you have to deal with.