The only way you would get an URL like this is if you first navigated to a Connections category permalink and then used the category select. This use case will be addresses in a future update implementing something called canonical redirect. Some of the work is completed already but it needs more work.
Looking at your site… you users have no way to navigate the Connections categories by permalinks so they would never end up with an URL like this. So there is nothing to worry about at this time.
What is interesting is that when visiting http://sustainablefashiondirectory.com/directory/cat/designer/ the results should be displayed, so, something is up… I would be willing to take a closer look, but I need a temp WP admin account. If you want me to take a look, you can post the login details here as a private reply.