The 4 gauge big wire goes between the battery negative terminal and the engine. The 12 gauge small wire that comes from that same battery terminal is optional, and my truck doesn't even have one. Some negative battery terminals have the built-in small wire, and some just have the 4 gauge wire and that is all.
Do you have this "repair" type of battery terminal where the wire is pinched by a plate?
Or the kind where the terminal is molded on? What is the condition and where does it connect? Is it making good metal to metal connection or is there paint or rust involved? How is the connection at the engine? Do you have ground straps from the engine to the truck body and/or frame?
If you can post pictures of what you have, that may be useful.