What should the alarm in the GX indicate?
that the pump is running or a water level
and …
You definitely need a relay … the relays in the GX cannot switch a load such as a larger bilge pump … up to 30V and 6A would be possible
technical data of the bilge pump ?
I would still use a relay even if it would be enough. Switching a motor many times always damages a relay in the long run …