I often see the copula used in relative clauses without the relative or direct relative clause particle

Ex. Táim ag dul go dtí an siopa úd is gleoite agus beag
(I think)

Is this something special about the copula? Ig it's probably related to how the copula kinda absorbs other particles?

First of all, the copula is is unstressed /əs/ and the relative particle a is also unstressed /ə/ – and when the unstressed reduced vowel /ə/ in Irish stands to a next vowel, it gets absorbed, so hypothetical a is would be pronounced the same as is, just /əs/ (because two unstressed vowels next to each other in two subsequent syllables, /ə.əs/, just can’t exist in Irish).

But also historically in Irish the “relative particle” wasn’t a thing. It’s an Early Modern Irish “invention” based on reanalysis of some unstressed preverbs that used to be required parts of those verbs in the older language. So for example tá used to be a-tá /ə.ˈtɑː/, and chí used to be ad-chí, do-chí /əd.ˈx´iː, də.ˈx´iː/. In the past tense you also got the do before all regular verbs: do bhí/bhaoi /də.ˈv´iː, də.ˈvɯː/ ‘was’, do rith /də.ˈr´iθ´/. And in relative clauses in general the verb used to be lenited. So sentences like an bhean do bhí sa tigh ‘the woman who was in the house’, an fear do-chím ‘the man whom I see’, an cat a-tá ar an mbord ‘the cat that is on the table’, were reanalyzed as containing a “relative particle” do or a (both exist in older literature; a wins eventually) when those unstressed elements were lost when the verb was sentence initial (a-tá an bhean sa tigh → tá an bhean sa tigh) and then they spread to regular present and future tenses: the old (an) fear bhuailim ‘the man I hit’ became modern (an) fear do bhuailim or an fear a bhuailim, etc.

Because of that you’ll sometimes see no relative particle in the literature (eg. Peadar Ua Laoghaire often wrote nuair tháinig and not nuair a tháinig).

But the copula is or as (two ways used historically to write /əs/; in Old Irish the “normal” copula was is /is/, and relative copula was as /as/, but the distinction disappeared in Middle Irish; it has nothing to do with the “relative particle” at any rate) was commonly used in relative clauses – and since historically there was no relative particle – it was always written as just is or just as. And thus in Modern Irish it’s still written as just is (even though the spelling a is would make some sense if the native speakers feel the presence of a relative particle there today – they may, since it’d be silent in this context anyway, and we do write things like an t-arán a ithim even though the a is silent here too, /ə ˈtarɑːn ˈihɪm´/ or the like…).

Also compare how ó + is is written ós (ós rud é go… ‘since it is so that…’), má + is is written más, etc. because of this elision of the /ə/ of is.

Yes. And apart from the fact that there wasn't originally a relative particle, the speed of articulation, with the relative particle often unheard influences "nuair bhí" "nuair tháinig", simply because in natural speech things drop out (like they do in English too).