I was about to write that several things were missing, when I realized that I wasn't sure if I should say
What is missing are connections
or
What are missing are connections
I think it should be the second one, but I'm not sure.
The subject is What is missing.
What is missing is a clause.
Clausal noun phrases are automatically singular.
Therefore what's correct is
The fact that the predicate noun is plural is quite irrelevant to verb agreement with the subject NP.
The second one seems correct. To make it simpler you could shorten it down to, "What connections are missing?"
The duplication of "are" in your sample sentence might be the reason you're doubting yourself.