How many db connections does DMS use for full load/ CDC.

Well, the number of sessions would vary during different phases of the AWS DMS. For example, if you an AWS DMS task running in Full Load + CDC mode with the default settings of 8 tables in parallel, you will find 8 sessions during the Full Load + 1/2 sessions depending on the Source engine + 1 session for CDC phase. Meaning, it doesnt matter if you have 20 or 2000 concurrent sessions, CDC is always single threaded and replication will happen with the commit order.

Hope this helps.