California 86S is a bypass around the populated areas of the Coachella Valley in Riverside County, connecting with California 86 just north of the Imperial County line not far from the inland Salton Sea. All that said, it appears from this sign assembly that the two don't directly connect, even though they do. Northbound traffic wanting to stay on 86 has to take a short connecting road to get back on the highway as it makes its way toward Coachella.
Also note that this point is at about 140 feet below sea level.