are all points of outside of Mandelbrot set connected

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Mandelbrot set is connected. That is to say within a mandelbrot set for any pair of points there is a path within the set, connecting these points.

What abouthe set of all other points? Is there a pair of points that cannot be connected without going through the Mandelbrot set?

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Yes, it is connected. Adriand Douady and John H. Hubbard proved that the complement of the Mandelbrot set and $\{z\in\Bbb C\mid|z|>1\}$ are conformally equivalent. In particular, they are homeomorphic. So, since $\{z\in\Bbb C\mid|z|>1\}$ is connected, the complement of the Mandelbrot set is connected too.