Hello,
The provided data are not sufficient for a complete answer, but I'll do my best to give you some insight.
You haven't mentioned exactly what
connective tissue disease you have and other related symptoms. Some connective tissue diseases won't cause any systemic effects like
anemia. Others cause anemia when they are not under control. This type of anemia cannot be corrected with iron unless coexistent
iron deficiency has occurred. Your
diabetes has nothing to do with it.
You need assessment for your anemia and connective tissue disease activity.
You haven't mentioned your treatment... There are treatments for connective tissue diseases that cause may cause anemia themselves by suppressing
bone marrow blood production.
So it could be a bone marrow problem that is reversible (with alternative treatment regimens or with treatment initiation - depending on your situation - which is not stated).
More information would have made my answer more specific.
Despite that I hope I've shed some light on your situation.
If you need further information please ask!
Kind Regards!