Regarding the first part of your question about breaking centered headings that fall on more than one line--the trasncriber decides what is balanced and logical. That is why these are called guidelines. I would look over all the examples of centered headings in Formats to get an idea of how balanced and logical headings might be determined.
As for the second question, connected headings refers to headings connected by concept and meaning, not necessarily physically connected in print. There is no boxed material in those headings. That is purely a decorative design. A box sets of text from surrounding text. There is nothing set off there.