Ok, I think you reached the max. number of characters i a messagebox.
This one makes a new sheet and places the information there.

Sub GetPivotConnection()
    Dim ws As Worksheet
    Dim wsNew As Worksheet
    Dim pt As PivotTable
    Dim pc As PivotCache
    Dim vtemp As Variant
    Dim lCnt As Long
'add a new worksheet
    On Error Resume Next
    Set wsNew = Worksheets("Connectionstrings")
    If Not wsNew Is Nothing Then
        wsNew.Cells.ClearContents
    Else
        Set wsNew = Worksheets.Add
        wsNew.Name = "Connectionstrings"
    End If
    On Error GoTo 0
'set header
    wsNew.Range("A1:C1") = Array("Worksheet", "Pivot name", "Connection")
    wsNew.Range("A1:C1").Font.Bold = True
     'loop through each worksheet in the active workbook
    For Each ws In ActiveWorkbook.Worksheets
         'for each pivottable, get the pivotcache's connectionstring
        For Each pt In ws.PivotTables
             'take the databasestring out of the connectionstring
            vtemp = Split(pt.PivotCache.Connection, ";")
             'display the worksheets, pivottables and their databases in new worksheet
            lCnt = lCnt + 1
            wsNew.Range("A1:C1").Offset(lCnt, 0) = Array(ws.Name, pt.Name, vtemp(2))
        Next
    Next
    wsNew.Columns("A:C").AutoFit
End Sub


BR
Tommy Bak