"the two ends of coil gets shorted.", If the ends get shorted all the current will flow through the short and none through the coil. Some high power relays are fitted with an "economy" resistor, this is wired in series with the coil, but is normally shorted out by contacts. So the relay pulls in with a high current, the contacts open and the current drops to a level that can be maintained forever. If this truly worries you use a thermal fuse tied to the coil and wired in series with it. They are very low resistance but go open circuit at a preset temperature. They are used in lots of domestic equipment.
Frank