You can safely unscrew the nut.
Underneath you will see a rubber sleeve thats a really tight fit. I have seen one that was perished and moving the wire caused similar problems.
Unfortunately the access into the coil is almost non existant as the hole is so small.
If the black ? rubber looks fine I would check if the problem is a little further up the cable. I did have a problem on one coil just as it entered the plastic nut. I solved it by putting two thick rubber washers on the coil to prevent the nut being screwed right down (there's about half an inch of thread), painted the last couple of inches of wire with glassfibre resin to prevent flexing, filled the nut with silicon bathroom sealent and screwed it down. This took the bad connection below the top edge of the nut.
If you don't want to go to the trouble of removing the coil connector just cut the washers, cover with a little silicon and slip on sideways. Its the rubber in the coil that keeps things watertight.