I think you’ve more or less outlined the viable options. Personally, I’d group all connections for a given integration (there are likely no more than a couple) into a package by themselves and would not place all connections into a single package. I’d place the services that use those connections in other package(s). The rationale: connections don’t usually change much, services do; connections are usually environment specific (dev, test, prod) so migrating a package with services will likely mess up your connection configs.
This applies to any sort of connections, including DB connections. Isolate connections from the services that use them. Group connections by logical grouping.
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