need to create monitoring queries to track the health status of data connectors

Some data connectors (Monitor the health of your Microsoft Sentinel data connectors | Microsoft Learn) do write health the SentinelHealth table, Monitor the health of your Microsoft Sentinel data connectors | Microsoft Learn
However for the majority you need to employ techniques like looking for when the last record was received or anomalies (this has long been the case) 

You can use KQL to find a Table and when it last ingested data, however you cant map a Table easily back to a Connector (or a Connector to a Table)

Otherwise you need to use a Rest api to access Data Connector info (and ingest the results to use KQL) or use a Workbook.