Improve connection tests #9808

Job	Run time
Split workflow (ubuntu-latest, nightly-latest)	1m 32s
Split workflow (ubuntu-latest, linked)	1m 13s
Split workflow (macos-latest, linked)	1m 40s
Split workflow (macos-latest, default)	1m 30s
Split workflow (ubuntu-latest, default)	1m 33s
Split workflow (macos-latest, nightly-latest)	1m 43s
	9m 11s

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