From Connecticut, a heavenly US state (4)
I believe the answer is:
utah
'us state' is the definition.
(I've seen this before)
'from connecticut a heavenly' is the wordplay.
'from' says the answer is hidden in the clue.
'UTAH' is hidden within 'connecticut a heavenly'.
(Other definitions for utah that I've seen before include "The "Beehive" State, capital Salt Lake City" , "The American Mormon state" , "American location" , "American state, capital Salt Lake City" , "American state associated with Mormons and their faith" .)