After substantial help from Henry here, I've isolated the final cause of my p0410 code on my 1996 850 NA. It seems to be the fusible link coming off the battery to the air pump. (I've already replaced the water-filled air pump, the SAS check valve and the relay, then tested the relay to make sure it's working.)

I'm no electrical genius, and am hoping for some advice on replacing the fusible link. I went to Autozone and picked up a 14 gauge fusible link. The piece of wire in the carton looks a size bigger than the yellow wire between the link and the battery in my car, so I'm wondering if I should go back and get the next smallest size, the 16 gauge. The link, which is covered in plastic, looks like it just crimps down after you jam the wires in from each side. Correct? I'm assuming the whole thing should be covered with heat shrink wrap.

Obviously I'm just guessing on all of this, so if you have advice I'm eager to hear about it. Thanks.

 

You got the idea, yes it will crimp on.