I encountered this issue before some months ago where I was laying down some canals and making lines in the 1760s in PAK128.Britain. Suddenly every industry connection on the map was gone. A fairly game breaking bug. Now I downloaded the game again at the beginning of January and have been playing a new map and it happened again. Fortunately I had saved recently and retraced my steps to find the exact moment where this happens. What did it was rotating the map. I have attached a save game (fff.sve) and this happens reliably when I load this save and hit the button to rotate the map by 90°.
I see there is an older locked thread on the forum that might be the same issue where it had not been identified what the trigger is for this bug.
Edit: The industry connections actually come back once you go full circle to the original orientation.