A connected conditional may be the entire antecedent of a larger conditional: “If the sun rises, daylight exists.” Its consequent may be a disjunction such as “Either the sun is rising or there is no daylight.”
Antecedent: an inner “if … then …” — connected.
Consequent: an inner “either … or …” — disjunctive.
The marginal commentary offers such constructions as structural examples. Their formal classification does not by itself establish that the outer implication is true or logically valid; that requires separate evaluation.
The point is that two distinct conditional forms can occupy the two sides of another connected conditional.