Hi Xavier,
The relationship lines run to the tail of the bone (by default). So that dotted line actually runs to the Chest.
When I duplicated the Chest bone to create the Shoulder it copies the parenting (Spine_02).
But later in the course when it comes time to building the control rig the parenting will be finalised. A simple way to think about it is that every part should flow to 1 bone inside that component, and then that one bone is connected to the part higher in the hierarchy. (of course that’s not always possible but it’s a great way to simplify your thinking)
Later that shoulder will become the DEF-Shoulder.L and be parented to the Shoulder.L.
The Shoulder.L will be parented to the Chest_02_tweak.L
If it doesn’t make sense now Xavier, don’t worry it will 😉