ln -s ../connmand /etc/dinit.d/boot.d/and I believe it should be changed to
ln -s /etc/dinit.d/connmand /etc/dinit.d/boot.d/, which would work from all directories.
man ln
DESCRIPTION
In the 1st form, create a link to TARGET with the name LINK_NAME. In the 2nd form, create a link to TARGET in the current directory. In the 3rd and 4th forms, create links to
each TARGET in DIRECTORY. Create hard links by default, symbolic links with --symbolic. By default, each destination (name of new link) should not already exist. When creating
hard links, each TARGET must exist. Symbolic links can hold arbitrary text; if later resolved, a relative link is interpreted in relation to its parent directory.