Generally there are primarily two causes for this…
One, the directory home page as not set to the same page as the
[connections] shortcode was inserted on.
Two, the directory was added to the same page that was set to the WordPress Front Page. Connections does contain code to attempt to work around this one but does not always work due to numerous configurations that are possible. If you have Connections on the Front page, you’ll have to move it to any other page.
Does that help? Please let me know.