@ Demos Demou
The shortcode would be used on the page where your directory is. You should add the shortcode options to your existing [connections]
shortcode, not add a second instance of it.
That said…
There is a far easier way to do this now. Go to the Connections : Templates admin page and click the Customize button for cMap. There is an options panel named Strings, you can change these strings there.
You can also use Say What if you wish. The details can be found on the doc page in the Advanced : Configuring Features : Changing the Label Text section.
So there is three ways to change the strings in cMap; via shortcode, via Say What and via the Template Customizer. I recommend using the Template Customizer method since it is interactive point and click easy.
Hope that helps!