I was hoping someone could answer this question for me. When setting up supply lines, do I need to connect every settlement to every other settlement, or can I setup a hub of sorts? What I mean is, if I have a supply line from Sanctuary to Ten Pines Bluff, and a supply line from Ten Pines Bluff to the Starlight Drive In, do I need to also setup a supply line from Santuary to the Drive in, or does the connection work anyway?

I.e. Do I need to connect A to B, B to C and A to C, or can I just connect A to B and B to C?

You can connect A to B and B to C, and all three will share materials.

It's entirely transitive across any number of settlements. I just send a provisioner at every new settlement toward the Castle and everything's everywhere.