This pull request makes minor improvements to the documentation in src/connections/index.md, focusing on consistency and clarity in terminology and formatting.

Documentation consistency and clarity:

• Standardized capitalization of "Sources" and "Destinations" in section headings and references for consistency throughout the documentation. [1] [2]
• Updated the integration request link to use markdown formatting for improved readability.

Proposed changes

Merge timing

• Once approved

Related issues (optional)