Quick answer
A splice is a permanent joint where one wire is connected to two or more others inside the harness, usually by a crimped or ultrasonically welded joint covered with sealed insulation. It is used to feed several circuits from one supply or ground point without extra connector pins.
Splices are acceptable when the drawing specifies them, the joint is made and tested as part of the process, and the splice is insulated and, where it may see moisture, sealed. They are a weak point if left unprotected, if wire sizes are mixed beyond what the joint is designed for, or if the splice sits at a bend. Repairs on site should use the method the harness drawing allows. See the automotive and EV harness page and the harness testing guide.