Problem
According to https://matplotlib.org/stable/api/_as_gen/matplotlib.axes.Axes.indicate_inset.html#matplotlib.axes.Axes.indicate_inset
edgecolor, facecolor, alpha and zorder are set on both the rectangle can connector lines. However, it can be quite convenient to be able to set other line properties, such as linestyle and linewidth directly as well, which are now passed to the rectangle only.
Proposed solution
As it is not a good idea to change the behavior, I suggest that a connector_kw argument is added so that those can be passed directly.