How to copy a workflow with a connection in the connection manager from one Site Collection to another using PowerShell?

You would need to export and import the workflow to do this. However, I do not think the connection will stay bound on publish. I could be wrong. Let me know if you were able to figure this out. 

Nintex does not store connection details within the workflow action settings. When a workflow export file is imported to another site within the SharePoint tenant, the connection will need to be reconfigured before publishing the workflow. This way, credentials are not stored within the workflow file.