The IoT Hub resource logs connections category emits operations and errors having to do with device connections. The following screenshot shows a diagnostic setting to route these logs to a Log Analytics workspace:

Note: Azure Monitor: Route connection events to logs:
IoT hub continuously emits resource logs for several categories of operations. To collect this log data, though, you need to create a diagnostic setting to route it to a destination where it can be analyzed or archived. One such destination is Azure Monitor Logs via a Log Analytics workspace, where you can analyze the data using Kusto queries.
Reference:
https://docs.microsoft.com/en-us/azure/iot-hub/iot-hub-troubleshoot-connectivity