No, there is no connection to neutral at those clamps.
The cable is mineral insulated copper sheathed, with an orange PVC oversheath. The copper sheath is what gives the cable its overall form and strength and served as the CPC of the cable, but it isn't visible in the pic because it's covered by the orange PVC oversheath. Cuts have been made through the PVC to allow the clamps to connect to the copper sheath. Inside the sheath, the solid copper line and neutral conductors are insulated with magnesium oxide powder, which is sealed at the ends to prevent moisture ingress.
However, this picture shows very bad installation practice. MICC should not be installed and terminated in this way. The glands at the top of the cables should be mounted into an earthed metal enclosure which would make the connection to the sheath and enclose the tails emerging from the seals, which have only basic insulation and should not be exposed. It would also support the cables and prevent them hanging from the conductors as they are seen doing here. The concentric cables connected to the top of the cutouts are shoddily installed too.
In a nutshell, don't learn anything from this one.
