I upgraded Oracle SQL Developer from 22.214.171.124 to 126.96.36.199, just for the heck of it. Unfortunately, all my saved connections had disappeared! After a text search I found the connections are stored in a file called IDEConnections.xml under the folder sqldeveloper\jdev\system\oracle.onlinedb.188.8.131.52.25. I copied this across to a new folder that had been created (oracle.onlinedb.184.108.40.206.36) and bingo they’re back again.
Bonus – now I know what file to back up if I want to restore my connections later on.