Those are what passes electricity if the led fails open.
Without them if one led "died" the whole string would go dark.
"Think" they are Zener diodes. Sure looks like Zeners..;)
I could be completely wrong since I haven't found any proof of this at all.. which is odd.
Never mind.. my google-fu is a bit broken today.. apparently my algorithm is corrupted.. :)
Had to refine my search terms.
Anyways some "proof of concept"
https://www.eevblog.com/forum/beginners/zener-in-parallel-with-led/
If across a white or blue led more than likely the Zener is one that conducts around 3.9V.
The Zener conduction voltage needs to be higher than the LEDs V(f).