Combing two queries in one
SELECT L.Id AS Id, L.Dimension AS Dimension, 
       sq1.In_Value, sq1.In_Count, sq1.In_Dist, 
       sq2.Out_Value, sq2.Out_Count, sq2.Out_Dist
FROM Locations AS L
LEFT JOIN (
           SELECT C.Destination, 
                  SUM(C.Value) AS In_Value,  
                  COUNT(C.Destination) AS In_Count,  
                  SUM(C.Distance_KM) AS In_Dist
           FROM Connections AS C
           GROUP BY C.Destination
         ) AS sq1 ON L.Id = sq1.Destination
LEFT JOIN (
           SELECT C.Origin,  
                  SUM(C.Value) AS Out_Value,  
                  COUNT(C.Origin) AS Out_Count,  
                  SUM(C.Distance_KM) AS Out_Dist
           FROM Connections AS C
           GROUP BY C.Origin
         ) AS sq2 ON L.Id = sq2.Origin


fiddle