I hate to resurrect a thread a while back which talked about whether Connie knew about Fredo's murder.
But today it suddenly occured to me that Kay alread knew the murder at the start of Part III and that Vincent also knew about it. It would be very natural for Connie to know it was a murder then.
PS:But it is still a little weird that Kay knew it was a murder.

One has only one destiny, he cannot choose it.