Use Bezier Connection.

Change Start / End Handles with Mouse or with SetBezierHandles method in code.

Rotate/ Drag the connection and notice it is being shifted / its geometry changes unexpectedly.

Possible workaround override the RadDiagramConnection like so:

  public class CustomConnection : RadDiagramConnection
    {
        protected override void OnStartPointChanged(System.Windows.Point newValue, System.Windows.Point oldValue)
        {
            this.ConnectionPoints[0] = new Point(
                    this.ConnectionPoints[0].X - newValue.X + oldValue.X,
                    this.ConnectionPoints[0].Y - newValue.Y + oldValue.Y);         
               
            
            base.OnStartPointChanged(newValue, oldValue);           
        }

        protected override void OnEndPointChanged(Point newValue, Point oldValue)
        {
            this.ConnectionPoints[1] = new Point(
                    this.ConnectionPoints[1].X - newValue.X + oldValue.X,
                    this.ConnectionPoints[1].Y - newValue.Y + oldValue.Y);         
              
            
            base.OnEndPointChanged(newValue, oldValue);           
        }
    }


Available in R3 2016 SP