In Part III, she thinks Fredo drowned. How can she believe that? Connie knew right away when Michael killed Carlo. Kay and Anthony obviously know Michael killed his brother ("Tony knows you killed Fredo"). Even Mary had heard rumors. The only possible explanation is that she didn't want Michael to know that she knew what really happened (if that makes sense).

(I noticed during the famed "Silent Scream", Al Pacino had a huge piece drool coming out the side of his mouth. Every time I see the ending now, that is always going to distract me. I just ruined one of my favorite movie endings.)

I think Connie says this to Michael because she is, at this stage, deeply deluded. In GF3, Connie is much more involved than in the previous 2 films - she gives Vincent the go-ahead for the hit on Joey Zasa - and, if anything, she is more keen than Michael on continuing the old family ways. I'm sure she knew that Michael killed Fredo, but I think she chooses to lie to herself in her head that it was an accident. She is basically in denial - there is an imlicit agreement between brother and sister that the truth of the incident is never referred to or properly dealt with. She also wants to reassure Michael that he has done nothing wrong - as if saying a lie will somehow make it become reality.

Remember Connie is keen for Michael to stay in the business whereas Kay wants nothing to do with it - that's why Kay throws the truth in Michael's face.

Then perhaps you might consider closing your eyes or turning away from the picture at that point, thereby allowing yourself to focus only on the scream. Since you already know it will be a silent one, then you won't be missing anything and in your mind you can picture a 'drool-less' Michael who has just witnessed the murder of his daughter.

Apple

I still find it hard to believe that Connie knows the truth about Fredo

She knows. By the end of GFIII, the most ruthless, cold-blooded, merciless member of the family is Connie Corleone.

I don't believe that Connie could suddenly believe that Fredo drowned. Don't forget - she asks why Michael won't see Fredo in the boathouse before Mama's funeral. She couldn't have come to the conclusion that Michael killed Carlo & the Family heads ("Read the papers - that's your husband") and suddenly been scratching her head about Fredo.

I believe that she says this to ease Michael's burden & guilt over having Fredo killed. Remember, she says it right after Michael announced that he made confession and after he had a serious diabetic stroke. Perhaps she did not want Michael to have any additional stress to what he was already undergoing - his health & the Immobiliare scandal.

i couldnt believe it either...but i think its because fredo was shot after connie ade her peace with michael and told him to make up with fredo..so she wouldnt think that he still killed him.

connie obviously didnt see fredos body either because i dont think she would have believed that he had drowned...there being a giant bullet hole in his head an' all!

I think by GF3 Connie did know the truth. How could she not have. She only said that to make Michael feel better. By this time too, I think she knew WHY Fredo was killed, and her husband. She even kills one of Michaels enemies, so she knew the truth behind and understood Fredo's death.