There is no clip, they are wired to relay tabs, which are a flat blade terminal with a hole in it..
The wrap is to protect against short circuits.
Are you replacing the relay? If so you don't have to be careful with the tab, just preserve the wires.
Cut the tab off the relay then trim as much tab as possible away from the wires.
THEN do a quick desolder and trim the tab some more rather than trying to get the wire out of the hole.
heatsink the wires before the insulation to preserve the insulation.