Caliper adjuster for Shimano 600 brakes
The part is called simply brake adjuster or brake adjusting barrel or "bremszugeinsteller" in the promised land of affordable mail order. It is indeed held in place only by pressure from cable and is easily lost when the cable is removed. In the picture the nut is put on wrong side to hold the adjuster in place without cable, I have never seen a second nut like on the right before.