You mean the "nut" wasn't even on the path? Then I bet it was a connection to the bus bar. Hope it'll work now for few daysWell ... I'm glad I took the wire nut off and got an up close look ... but I don't think it was affecting my circuit since I was able to completely disconnect it from the neutral bar and still test positive for continuity between neutral and ground (at the switch).
Whoever did this "nut", didn't have a proper tool to strip isolation. Probably wasn't an electrician. I don't think the isolation between wires would cause problems because it still would conduct through the "nut".