ThingWorx Connection Services handle communication and connectivity between the Core and remote assets. Components can handle connectivity over different protocols and with different device clouds. They handle message routing to and from the remote devices and also message translation when required.
Connection Services have connection adapters to link up devices that are using AWS IoT SDK or Azure IoT SDK. They link into the cloud providers and allow you to translate the data into ThingWorx.
The Connector Services components have a core connection server and also an adapter. ThingWorx documentation refers to these two combined as a Connector. They are both packaged and installed together.
Each Connector supports a specific protocol where inbound messages are translated into ThingWorx format and sent on to the Core. The reverse occurs for outbound messages from the Core to the remote device.