The 17-year-old was selected as part of the Spiders' youth side that spent a fortnight in Spain on the Leonardo da Vinci scheme, which provides European Commission funding for initiatives involving young people.
However, Connolly stayed in Glasgow as he bids to hit the big time at the National Stadium.
The teenager has made a significant impression under QP boss Gardner Speirs this season and was named the Irn-Bru SFL Young Player of the Month for December.
He said: "I was meant to be in the sun for two weeks but because I am in the first team I have stayed in Glasgow.
"I am delighted with that as I want to remain in the first team from here on in. I sat my Highers last year and am back studying for more but I have not applied for University or anything just now.
"I am committed to my football and enjoy being in the first team where Gardner Speirs has been an excellent coach.
"Playing at Hampden week-in and week-out is a great feeling and to do so in front of 30,000 is pretty special. I will need to reach a cup final to top that."
Meanwhile, Clyde have announced that midfielder Bryan Gilfillan has left the club by mutual consent.