Up to date as of 17 April 2022 (update "Wind of Change")
Tortoise: Heavy tank. Historically, it was designated as a heavy assault tank, and even though it is turretless, it fits more with the heavy tanks due to its armor and slow speed.
Avenger: Tank destroyer. While both Challenger and Charioteer were designated as a medium tanks, Avenger was a self-propelled anti-tank gun.
Chieftain / Challenger MBTs: Heavy tank. While we don't have MBT class in game (I think we should) these are among the slowest of all MBTs, and Heavy seems more appropriate than medium.
Sherman II now connected with Sherman Firefly
Churchill I now connected with Churchill III
Achilles now connected with Avenger
I see no reason for these gaps to exist, as these vehicles present logical progression both historically and gameplay-wise.
Conway ends the line of TDs
Conway is followed by ATGM carriers, and they are vastly different from gun armed destroyers, both in design and gameplay. Therefore they are not connected and ATGM vehicles can be researched without prior research of gun destroyers.