Hi guys.
I have a 2 wire 120v (white and black) heat only thermostat which is wired with 12 gauge solid wire. Then I have at the oil burner a Taco switching relay that has 2 low voltage type wires in the thermostat tabs (green and blue) . My question is what is in between the low voltage wires and the high voltage wires? Where are these low voltage wires coming from? I can't trace them as they are behind sheetrocked walls.

Reason I ask, is this thermostat keeps calling for heat and only way to turn it off is by disconnecting the 2 low voltage type wires from the Taco switching relay. Thanks for your help.