When using the connector shapes to create a binding between network variables, sometimes the ends of the connector shape will appear to be connected to the network variable shapes in the Visio drawing but the line created between them will be red and not black.
Another manifestation of the same problem is that you can drag one end of the connector shape over the end of the NV shape and a red square will not appear to indicate that the connector is "glued" to the variable shape. No matter where you place the end of the connector shape the connection will not be made.
This error is mostly seen in Visio 2003 where the Visio settings get corrupted. To fix the problem in Visio 2003, go to the Tools menu-Snap and Glue and then the General Tab. Make sure that in the Currently active settings, Snap, Glue and Drawing Aids are checked. This will enable the "Glue To" menu items on the right such that check boxes for connection points and Guides are selected.
In Visio 2010 or Visio 2016, go to the View menu-Visual Aids. If you don't see the command, you might have to customise the ribbon to see the option. Right-click the ribbon and select "Customize". Add a customer group on the right hand side. Choose commands "All Commands". Browse to "Snap and glue..." and click Add.
In the ribbon, you should now have the Snap and Glue menu.