Should I use "los son" or just "son" for "they are"?
Por esta razón creo que hay un universo alternativo conectado al nuestro y pienso que los son conectados por nuestro clase de español. No voy a poder dormir esta noche.
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Neither of them.
The correct answer is just "están".
Firstly, you must use "están". "Ser conectado" does not make sense (unless it's a passive voice, which is not the case). Being connected is a possible state (state↔estar). They could get disconnected.
Secondly, you don't need lo or los, because you are already writing the word "connected". They are connected. "Lo" would be replacing the word "connected", but it is already there, so it has not been replaced.
You can say "Lo están" = "Están conectados".
But, since you're writing the word, then "lo" must not appear.
"Lo" does not replace the subject, because it is an object pronoun. It is replacing the atribute. Remember that "they" is "ellos", not "los".
One last thing, remember that "clase" is feminine:
Por esta razón creo que hay un universo alternativo conectado al nuestro y pienso que están conectados por nuestra clase de español. No voy a poder dormir esta noche.
Hope I helped.
If you want to say "they are (so connected)" you can use the neuter attributive lo (distinct from the masculine, and never pluralized regardless the reference).
However, because you put in the predicate adjective conectados, you can not use it, and thus you should just put say "son" or, if you really want another word, "ellos son"