Hello,
Welcome to the DigiKey TechForum. Assuming 85 and 86 are the coil contacts I’m not sure why you would jump this. Is there a part number and wiring diagram on the side of the relay you could post. How was this being used, what did it come out of ?
On close inspection of the photos it appears that is not a jumper wire. It is an electrical component covered in heat shrink tubing, probably a reversed-biased diode of some sort.
Good observation there, @PaulHutch. They sometimes will place a resistor there instead, but the shape definitely looks like a diode. One can easily test with a diode test function on a multimeter.