I'm no electrician, but I don't think that Protective Earth wire belongs in that 2nd terminal, labelled NC 😬. Judging by lack of wear on the middle screw, I think it's been like this since the boiler was installed.
@alex rather unlikely that it should be connected to the Normally Closed contact. One hopes its actually a PE and not someone totally mis-using a cable.
@intrbiz oh, I assumed NC was Not Connected. Normally Closed makes more sense in the context of a relay board.