Mercury Nexus is an application which is accessed via your internet browser. If you are frequently seeing a Connection Lost - Reconnecting message, it is possible that you have an active browser extension which requires a whitelisting entry for Mercury Nexus.
How to check your browser extensions
Open the Extensions by clicking the puzzle icon next to your profile avatar. A dropdown menu will appear, showing you all of your enabled extensions.
Click Manage Extensions
Toggle your extensions off until the Connection message no longer appears.
When you have identified an extension which is causing the Connection Lost message. Access the extension settings and whitelist 'crm.connective.com.au'.