locate isn't finding a file that exists
The locate database in built by the script /usr/libexec/locate.updatedb. The script is run by the user nobody in this line

tmpdb=`su -fm nobody -c "$0"` || rc=1


unless the user nobody has access to a directory then the content of that directory is not recorded in the database. A simple solution would be to use mdfind.

mdfind -name connections.xml