According to the Oxford English Grammar (5.9 Restrictive and non-restrictive relative clauses, when, where and why are to be classified as relative adverbs, and so he refers to the clauses in which they occur as relative clauses. He gives examples.

A similar scenario occurs around the margins of the Amazon basin, where farmers are forced to encroach onto the forest margins to subsist

We hear little of the day-to-day successes but only if the odd occasion when conflict arises.

But that was the one reason why I never wanted to do that again actually.

Greenbaum goes on to add that these relative adverbs can be replaced by relative pronouns, just as you have said.

Why does “I don’t know the way how you did that.” is just one of the mysteries of usage. Nobody said it. Or, if someone did, not enough for it to become established usage.