Information on airing dates was provided courtesy of henson.com - since they've neglected to include UK airing dates, they obviously aren't in ours. I'd be interested in such info as well.
Juliet Prowse is #1 in the various sources you've seen simply because that's the production number. Once a production number is set, it stays that way regardless of whether another episode ends up getting taped first or aired prior. Chances are the script was being worked on for Juliet first and then for some logistical reason - most likely guest availability - Connie's episode was shot first.
A really excellent example of how production numbers work can be found in another Henson show...Farscape (i've posted this example before on the old board). In season two, a two part episode was being worked on, Look At The Princess Parts 1 & 2. The production numbers for these episodes were #32/33. However in the course of shooting the episodes, exec producer/headwriter David Kemper realised that this story would work better as a three parter. Since this was discovered well after other episodes were being scripted and planned, it turned out from a prodcution number standpoint that LATP pt 1 was #32, LATP pt 3 was #33, and LATP pt 2 was #43.
Of course, each individual will have their own preffered method of what method they want to use to list episodes - for an episode guide, production numbers is the standard...but then that's why the guide includes taping dates and airing dates - tthose who prefer to classify the shows in that order have the resources to do that. Hope this helps.