Hi.
The diagrams shown, show us how your Arduino and LED strip get their power, and how they are wired together.
But your in story, there's another connection you didn't show in your diagram and photos.
Your USB connection to a computer isn't shown, but you told us about that being an important part of what you are doing.
The Arduino's GND and that of a Personal Computer are shared through the USB connector.
And your PC's GND is also directly coupled with your power grid's protective earth (i'm not sure that is what it is called).
Your power supply is also connected to that, through the yellow/green wire (that is the right way to connect it over here in Europe (The Netherlands, Belgium and Germany anyway)).
Check to see all these yellow/green wires are connected the right way, and plug all these devices in a socket that has the PE contacts.
Else, if any failure occurs, a current might try to find it's way to earth, and will use any way to get there.
It will do what you show in your photos to connections like that black wire.
I see problems caused by this regularly during my work.
Cause can't always be found (you need to solve the problem at its roots if possible), so solution then is to fully isolate all power supplies.