The British English alternative spelling of connection
pops up a lot in classic literature. These days, connexion
is pretty much a word of the past even in the United Kingdom.
Connexion, pronounced just like connection, can be found in Jane Austen's Emma, Nathaniel Hawthorne's The Scarlet Letter, Herman Melville's Moby-Dick, Lord Byron's Don Juan, and much of Charles Dickens's writing.
From Dickens's Great Expectations:
He had been ominously heard of, through the playbills, as a faithful Black, in connexion with a little girl of noble birth, and a monkey.
As written by James Joyce in A Portrait of the Artist as a Young Man:
Yes, Stephen said, smiling in spite of himself at Cranly's way of remembering thoughts in connexion with places.
And within Vanity Fair, by William Makepeace Thackeray:
It will be seen that the young lady was come into a family of very genteel connexions, and was about to move in a much more distinguished circle than that humble one which she had just quitted in Russell Square.