Yes, you can apply Connex prior to sealing the nail to prevent hairline lifting, and to help the Sealant to adhere to the natural nail better.  Apply Connex around the cuticle edge after filing the nail into shape, then apply and cure Sealant.  It is important to apply the Connex just to the perimeter of the nail plate where the natural nail is exposed after filing, allow very little to touch the building gel.