I understand that that the correct spelling of the legal term for law of residence is: "jus domiciliī" (with a line over the i), and "just solī" (with the line) for law of soil. Would it also be jus nexī (with the line) for law of connection?
In terms of correct Latin grammar the answer is no, because nexus is a different type of noun than domicilium and solum. The latter are second-declension nouns, so their genitive ("of") form ends in -ī; but nexus is a fourth-declension noun, so its genitive ends in -ūs. "Law of connection" would thus be jūs nexūs. (Note that if you are using macrons, which are optional and usually left out, then the u of jūs has one too. Also, an alternative and equally correct spelling of jūs is iūs.)
However, googling jus nexi shows that it appears to be an existing, though recently coined, legal term. It is incorrect Latin, though. If you're asking whether the macron would be used on the incorrect i of nexi, then the answer is yes, if you're writing with macrons, but these are usually omitted except in textbooks and beginner's texts.