So, there is definitely something strange with the connector.
Were you copying a connector or did you use the connector tool?
Drop the shapes, select the connection tool select the first shape and drag to the target shape.
When you look at the document stencil do you have one or many dynamic connectors?
This may be a stretch, but I would be curious about what the shapesheet for the dynamic connector looks like (there may be more than one). Rather than a setting, that is where a lot of the functionality of a connector (it is a shape) lies.
Is there anywhere you can publicly post the drawing so I can have a peek? Tweet to @VisioMVP