Ok, so those two small wires coming off the battery terminal will be your 2.0L and 0.3P fusible links, basically a short section of wire with special fireproof insulation that will act as a fuse if the main wiring harness shorts out. The blue one in the photo will be 2.0L and the other should have pink insulation under the black sheath. The wires are the inline fuses. The alternator wiring passes through the 0.3P fusible link to the battery according to the charging system diagram you posted earlier, the battery side should be shown on Diagram 4, Section 7 in your manual. Each page of the wiring diagrams only shows the components relevant to that section of the vehicle wiring so not everything will be shown on a given page.
Regarding the fuse in your multimeter, I would not be surprised if connecting it between the ground cable and battery terminal would pop it since there could easily be a rush of current when you first connect up the battery. (I've had this happen quite a few times). To get around this problem you can use a battery terminal mounted blade switch: connect up the switch between the battery and the ground cable, then with the switch closed attach the multimeter probes to each side of the switch, then open the contacts and take a reading. My brother
@SnowVersion in Kalispell has a setup like that, I can see if he'd be willing to lend it to you so you don't keep popping fuses.