I know the basic way I would accomplish this, but am VBA limited so the coding is difficult for me to wrap my head around:
1. activate the chart
2. cycle through all data points on the chart in a loop (for or if)
2a. Get the position of point (x) -> save this as a value (PointPosition)
2b. Get the position of points.datalabel(x) vi - save this as a value (LabelPosition)
2c. Activecharts.shapes.addconnector(msoConnectorStraight, PointPosition,LabelPosition)
3. Repeat as necessary through points.