Is there a word for a connected group of statues?

"Group" appears to be the usual term; you could add an adjective if you like. Another word is "statuary" but that typically refers to a collection of statues as owned by a collector or museum or exhibited in one place, not a group connected in theme or portraying a single scene.

Examples of "group of statues" or "statue group":

Getty Museum: https://www.getty.edu/art/collection/objects/10933/unknown-maker-group-of-statues-of-mourning-women-4-south-italian-apulian-canosan-300-275-bc/

JSTOR paper from the American Journal of Archaeology from 1988: https://www.jstor.org/stable/506137

Wikipedia article on Statue: https://en.wikipedia.org/wiki/Statue

A triptych is a three-paneled group of work of art (usually a painting, but perhaps we can be more inclusive and add statues).

A triptych (/ˈtrɪptɪk/ TRIP-tik; from the Greek adjective τρίπτυχον "triptukhon" ("three-fold"), from tri, i.e., "three" and ptysso, i.e., "to fold" or ptyx, i.e., "fold")[1][2] is a work of art (usually a panel painting) that is divided into three sections, or three carved panels that are hinged together and can be folded shut or displayed open. It is therefore a type of polyptych, the term for all multi-panel works.

(Wikipedia)

The definition also includes the word polyptych, in case you have some number of statues other than three.

Tableau is sometimes used. Although it's more often used for people posing to make a scene.

http://www.botaniek.be/en-gb/nieuws/arentshof-and-the-environment-27

The park features a group of statues symbolising the Four Horsemen of the Apocalypse. Behind, there is an idyllic tableau showing two fighting cherubs, who represent War and Peace.

https://en.wikipedia.org/wiki/The_Naked_Ladies

Though they were able to incorporate all the statues into one tableau, their interpretation of the sculptor's intended design has led to comments about the unusual poses of some of the statues, especially when viewed from the side.

https://www.metmuseum.org/art/collection/search/316580

This cast brass tableau, or urhoto, was originally displayed on an ancestral altar dedicated to the mother of a ruler of the Benin kingdom

https://www.123rf.com/photo_125127486_three-golden-buddha-statues-together-in-a-tableau-.html

Stock Photo - Three Golden Buddha Statues Together in a Tableau.