Let $\mu$ be a Borel measure on $\mathbb{R}^d$. Is it possible for $L^p_{\mu}(\mathbb{R}^d)$ to be disconnected?
Sketch of Proof I assume not since I've heard a folklore that all Banach spaces are homoeomorphic and $L^2(\mathbb{R})$ (Lebesgue measure) is contractible.
Maybe I'm wrong since I'm thinking of $\sigma$-finite measures...
Every topological vector space (and thus every normed space) is path-connected, and thus connected.
Indeed, let $V$ be a topological vector space (or simply normed space if you want it less general). Then given $v,w \in V$, the map
$$[0,1] \to V: t \mapsto tv+(1-t)w$$ is clearly continuous, showing that $V$ is path-connected.
In particular, $L^p_\mu$ is connected so the answer to your question is always negative, for any measure $\mu$.