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I suppose they have to go indirectly otherwise through an insurance provider otherwise they would be violating league rules essentially gambling on themselves to lose.

yes!

Osasuna purchased insurance to cover potential financial consequences stemming from possible relegation, a common practice in professional sports, particularly soccer. The club secured a 1.2 million euro policy to guarantee compensation of 6 million euros in the event of relegation.

The coverage was purchased through Howden, an internationally renowned insurance company with a strong presence in the sports sector, which has worked with other LaLiga clubs for years.

https://www.osasuna.es/en/clarification-on-the-contracting-of-relegation-coverage
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