There are a couple of things that suggest a direct connection to Trump to me.
1. The sheer number of Trump associates with these secret connections. Flynn, Sessions, Manafort, Carter Page, Rex Tillerson, Roger Stone, Wilbur Ross. There are probably more than I can't think of. They all met with Russian officials, and then subsequently lied about it, even in contexts where they were legally required to tell the truth (see: Flynn). Even if you've accepted that the administration will lie constantly, that's pretty extreme.
2. The lies about association with Russia. Trump has claimed to have no business ties to Russia, but his sons have claimed that they have tons. One of those things is a lie, and the only one with a motive that I can see is Trump's statement.
3. The use of actual lines of Russian intelligence talking points. Maybe he just has an addiction to RT and InfoWars. But it is striking how directly Trump adopted Russian propaganda lines directly on the campaign, and even after.
All of that is suggestive, not definitive. But to me it seems quite suggestive. And the insistence of some that somehow the fact that no smoking gun has been produced so far indicates that there isn't one, or that the concerns are paranoid seems more than a little hasty.