Do SSIS ConnectionManagers attempt to make their connections on package start, or when the connection is first used?
If it's the latter, I can use failure transitions to handle connection failures within the package, but if it's the former then I have to do it externally.
I can assume that they'd design it with the latter, but I can't find it in the documentation anywhere easily searchable/accessible.
It depends and can be controlled.
With the default setting of DelayValidation=false property, SSIS engine at package start tries to connect (validate) all Connection Managers and tasks with metadata and which use Connection Managers like Data Flows etc.
If you set DelayValidation=true on the Connection Manager itself and all relevant tasks, then the first connection on the Connection Manager for the validation would be executed right before the task is executed. This is quite helpful if you use expressions on Connection Manager properties, like dynamic connection string, and before package execution it cannot be evaluated.