Connor: “I forgot. I’m sorry- my boss called us in to work last minute. I’ll take you out to dinner this weekend instead. ...Hello? ...Oliver?” (1x02)
It makes sense that Connor is loyal to Annalise at first- Oliver is just this nerd he seduced in the pilot. The Keating Five all do their utmost to help Annalise win her cases, even when it comes at the expense of their other classes (and therefore grades), sleep and eventually, the people they care about. It seems ridiculous and yet she demands their full committment to her work, and they seem compelled, even driven to deliver. A big part of it is the trophy- a prize that keeps them competing to prove their worth to her (although it no longer seems to hold any value to any of them by the end of the season). It's also implied that working for her is far better for their future job prospects and practical education than anything else, but the demands on them seem patently absurd given the pressures they are under, especially after the murder. And yet Annalise keeps them loyal, with shows of empathy, promises and motivational speeches. What's interesting is that she directs much of her effort at Connor, knowing that if he folds, Michaela will follow suit. (Wes is the other one she focuses on keeping complacent, and Laurel and Asher need little to no effort: Laurel enforces compliance on the rest of the Murder Club and Asher is easily satisfied with the trophy and protection for his family.)
Annalise: "You're scared. I know. I understand. And what you've been through, there's nothing more horrible. But listen, I don't blame you. If I did I would have turned you in the night that it happened. Let me help you. Let me help you. Because if you do, I promise you will get away with this." (1x10)
Annalise:"Here's the thing, Mr. Walsh. You're not going to trust me. That's just not in your nature. But you can stop worrying. Because you might have forgotten this- but I'm your only option here. Without me, you go to prison."
Connor: "That doesn't mean we won't end up there."
Annalise: "No, it doesn't. But the odds are better with me." (1x12)
Annalise helps ensure the loyalty of the Murder Club by delivering on her words, giving them an edge in her final exam by giving them their own case (hah!) as the essay question and then by framing her own boyfriend to protect them. It's not enough though- they're all starting to crack and become openly rebellious by 2x01, so she takes them dancing, trying to create bonds forged not just by threats and necessity but also by friendship. It'll be interesting to see if and how she maintains her hold on them throughout the season. As of 2x03, she seemed off her game, disinclined to enforce or reward the loyalty of the Keating Five and observing (inaccurately) that "the more experience [they] get, the worse [they] get at this job". (And we see Wes and Nate defect iin the same ep. Ooh.)
Connor: “I’m loyal to my boss. No one else.” (1x04)
Through season 1, we watched Connor fall for Oliver, the IT guy he screws to impress Annalise (and get the trophy) in 1x01. He keeps using him for sex and his hacker abilities for a couple months, but it backfires: Connor gets emotionally attached. And when he seduces another guy to get information for a case in 1x04, Oliver ends their relationship after he finds out, leaving Connor stunned and heartbroken. He stalks Oliver online for weeks and attempts a reconciliation, only to be confronted at the door by the hot new guy Oliver is dating.
Connor seeks him out in desperation after Sam's murder anyway-- and Oliver takes pity and lets him back into his life. And despite this being something Connor has been aching for since 1x07, it only takes a text from Bonnie for Connor to jump up and head in to the office, to Oliver's dismay.
Oliver: “Are you serious?! You’re not going to work- you just told me you have a drug addiction, we need to talk about this!”
Connor: "I know. We will. But my boss needs me. I'll talk to you later." (1x09)
Over the back half of the season they go from cautious friends to boyfriends again while avoiding sex. During that time,Connor reveals that he doesn't "trust anyone in [his] life except [Oliver]" (1x11) and does his best to "do right" by him despite temptation. And by 2x01 we see the extent of Connor's committment to Oliver: he moves in with him, to prove that he wants to be with him more than he fears Oliver's HIV+ diagnosis or another couple weeks of celibacy. That's huge for a former committment phobe with a libido in constant overdrive. And yet the following still happens:
The most troubling part? Connor still goes to join Annalise at the secret outing, despite this being a gigantic relationship milestone and this being the closest he's physically gotten to Oliver since 1x14. (And that he fears that she'll murder them, like WTFeven.)
Added Oct. 8: As of 2x03, we finally see loyalty to Oliver trump loyalty to Annalise:
AT LAAAAST. Not only does he ask Michaela along to make sure he doesn't screw up, he also gives her half the credit straight off the bat even though the lead was his. And getting that information (and thereby Annalise's favor) is no longer something he will risk his relationship for-- Michaela acts as honeypot while he sits and watches during an actual sex party. XD
I think a couple of things have led him here: knowing how badly he can hurt Oliver (and how badly Oliver can hurt him in return) when he breaks his trust (2x02), and also simply being happy in their "boring, domesticated, cohabitating" state. Love is a powerful force, yo.
It's normal for emotional bonds to supercede work ones, so this seems like a big step in a healthy direction. It's a fantastic marker for the character development he's experienced. However, even though Connor trusts Oliver, he's still lying about having a drug problem and covering up Sam's murder and Rebecca's kidnapping. Defecting from Annalise's camp will probably mean confessing-- which may be a dealbreaker for a relationship that means so much to him.
Spec: I think that reliance on Oliver's continuous hacking will end up getting him in trouble. And I think that will force a choice upon Connor that's been foreshadowed for ages. But fingers crossed he'll keep landing on the Oliver side of that equation. Annalise might be able to protect Connor from going to prison, but I'm thinking moral integrity might prove more appealing, especially if Oliver's respect and/or well-being hang in the balance.