In this case, use both.
Connections are to be used for “connections used on all assemblies except those used on plated through or surface mount technology”.
Connections account for the failure rate of individual pin-by-pin connections per the various methods (crimp, wire-wrap, solder cup, screw terminal, etc.) while the “connectors” accounts for failures of connector pairing.
The only case where you would not break it up this way is when the connector pins solder directly to the circuit board AND no other connection (e.g. wire-wrap) is made.