Is relaxation exercise, which includes relaxing in the dark and tensing one's body parts while taking a deep breath, forbidden, for fear that it might be worship of an unknown entity, especially since Yoga is considered sun worship?

Yoga is forbidden. If medicine attests that another relaxation exercise is beneficial, then there is no harm in it, provided it does not involve imitating disbelievers in their acts of worship. A Muslim must avoid resembling disbelievers in their actions.