@ Jeffrey
I’ve read this a few times and if I am understanding correctly you created several WP pages and added the [connections] shortcode on each of these pages. Is that correct? And on each of these pages you used the category shortcode option. Is that correct?
If both my assumptions are correct… Connections shortcodes has no knowledge of other instances of the shortcode and the options used to configure it. So, there is no way for it to know that when selecting a category that it should actually redirect the user to another page and display the selected category. Does that make sense?
You could use the enable_category_by_root_parent cMap shortcode option (more here) to limit the display of the categories that should be displayed in the drop down so the user can only choose from the categories that the page was limited to with the category shortcode option.
Another option which is a bit more complex, you could add a code snippet that will let Connections know if x-category was selected that it should redirect to y-page. I’ve written up a QuickTip which explains how to setup this up in detail.
Hope that helps, let me know.
