In order to achieve your requirement you need to customize the default Template of the RadDiagramShape control. You can find more information about extracting templates in this article
Once you have extracted the default template, you will be able to find a control called "ConnectorsControl" it represents the connectors of a shape. In order to visualize it when the mouse is over the shape you will need to customize the VisualState called MouseOver. Basically, you can copy the Storyboard of the ConnectorsAdornerVisible VisualState to the MouseOver VisualState.
Please give this approach a try and let us know if it works for you.
Pavel R. Pavlov
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