im going to go out on a limb and guess thats not factory... i have been down there on my vx and havent seen anything like that.. i would try to trace where all of the wires go and see if there is a switch or something used to turn the tod on and off.. do you have a 4wd switch on your dashboard somewhere? VXs don't come with them from the factory, if you do maybe someone who has done this mod can shed some light on what the problem is/how it works

if it were me, i would remove the relay and reattach the wires that come out of the tod harness to their matching counterpart going to the rest of the vehicle.. namely the light blue wire which is the reason your tod starts flashing when you pulled that relay