I don't think there's relief valve in a propane system. There is a pop-off plug on the tank valve but it's a one shot deal. Did one or both tanks empty?
I might suspect a broken or damaged gas line. If you have a hole in the system the automatic shut-off in the pig-tail connector will probably prevent much gas to flow, it's designed to shut the gas off at the tank connection if a high flow rate occurs.
Sounds like the propane detector did not go off, I'd check that too.
If you do any troubleshooting open the windows first and make sure nothing else is running (lights, fans, misc electric motors...-potential sources of ignition)
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