By bad for phrasing it that way, I was using 'connections' to mean what you actually are doing, rather than the official 'connecting flight' terminology of being on one ticket.

That is, my insurance will cover 2 separate airline tickets, or even things like a train to plane connection (I looked into this extensively last year when I had a 2 hour train ride, and bad weather conditions hit the country, then a flight - I spoke at length with the insurer, and provided my train ticket had me scheduled to arrive at the airport more than 2 hours before the flight departed, I was covered!) Same with flights, provided there is a 2 hour cushion scheduled, it is covered.