A formal salutation used at the beginning of business letters, emails, or announcements addressed to multiple relevant parties. It is a set phrase, not used in spoken conversation.
To whom it may concern, thank you for your continued support.
We are writing to inform all concerned parties about this matter.
各位 means 'everyone' or 'all of you' and is used in formal address, but 関係各位 specifically means 'all concerned parties' and is a fixed salutation.
Compound of 関係 (kankei, 'relation') and 各位 (kakui, 'everyone' or 'all of you'), forming a set phrase used in formal correspondence.