These are worn over the shoulder and clip in to an adjustable O ring on the main leash or into a second O ring on the dogs end of the lead. (mydogscool.com)
While keeping your left hand on the leash, hold the looped end of the lead with your right hand. (doggytoggery.com)
If you are certain that the white plastic end of the lead plugs into the radio, (shaped plug hole - same colour) then it could very well be to earth an accessory you do nt have fitted and would attached to it. (mechanics.stackexchange.com)