After lchecking out the image that you linked to, it occurs to me that the behavior of the "connector" is more like the behavior of a normal line that had nodes added to it.
I could create similar appearance by starting with a straight connector that is not vertical nor horizontal, then using pointer tool and shift key, was able to add a "jog" to the connecctor. Looks like your image. But, then, changing from "straight" to right angle for the connector property, resets to normal right angle, vertical/horizontal shape. Reseting back to straight reproduces a straight connector. Further, with the jogged shape, moving a rectangle distorts the connector. Only with a normal line can the indicated behavior be created. However, right clicking the line shape doesnot allow for right angle nor straight options.
Need your visio file