I think it is going to the starter relay.
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I found this other post that should help you.
So I'm finally getting some time to start planning how exactly I'm going to start the hemorrhage of cash, I mean mods, and after lots of reading on here, the obvious first step is getting the 2nd battery in place. I've got 2 main questions to get some advice on before I get started: 1. I'm...
hondasxs.com
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His first post, where he says Item #2
"-the larger black cable coming out of the left side of the contactor is the winch battery cable that runs to the starter relay and then the red cable runs back to the stock battery."
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Edit to add
and his pic half way down the page, looks exactly like yours
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Have a good day