The McConnell Family Papers are housed at the General Commission on Archives and History of The United Methodist Church. Additional information can be found in McConnell’s Wikipedia page and in the biographical sketch published alongside his sermon in William Stidger, If I Had Only One Sermon to Preach on Immortality (New York: Harper & Brothers Publishers, 1929).
Robert H. Ellison
The User Guide for the Library of Appalachian Preaching is a Google Sheet that can be searched, sorted, and downloaded for offline use.
At the moment, McConnell has only one sermon in the Library; it has a Guide of its own so the records will be complete. It includes the title, sermon text, date and place the sermon was preached, and so on. This information is available in the master list of sermons as well.