@Rahul Kumar
You have already connected message relationship from ConsumeMQTT processor to some other processors and then trying to auto terminate the same message relationship.
To resolve this issue first delete the Connection then auto terminate the message relationship.
How ever ConsumeMQTT processor only having message relationship if you try to auto terminate that relationship then you are not going to feed any data to next processor, is this what you are try to acheive?

Now you flow looks something similar like above and you have connected Message relationship to some other processors and trying to auto terminate the same Message relationship.