This connector is an extra security when you are using a collar, harness and leash for your dog. The connector is mainly used for dogs that are very scared or have a high risk of excaping.
One side of this connector must be attached to the hook of the leash. The other side of the connector is attached to the harness.
In case the dog would escape our of the collar, leash or harness, the connector is still attached to the other parts and your dog is still secured.