Question: Are Bitcoin and Ethereum blockchain connected?
No, they are 2 different network and not connected.
Thus, you cannot send Bitcoin to Ethereum wallet or Ethereum to Bitcoin wallet.
Transactions between Bitcoin and Ethereum need to be done by exchanging(Buy and Sell).
There are many brokers and exchanges where you exchange Bitcoin and Ethereum with the market value.
Bitcoin and Ethereum networks are both constructed with very similar protocol. And now supporting each other within the market, to grow the Cryptocurrency market.