Sandra, why don't you try e-mailing the Flintshire Department of Tourism:
welcome@tourism-flintshire.org.uk
...and ask them where the name for Connah's Quay came from and what it the name "Connah" means? If anyone ought to know, they should.
Let us know if they give you the answer you're looking for.
-- Nanaea
P.S. I've never been to Connah's Quay, but I've been to Holywell in the county of Flintshire, North Wales. It's beautiful country.