None of the above worked for me in VS 2015. I could not find the registry entry mentioned. Only the following steps worked for me:
- Delete any forms that rely on datasets you will delete.
- Delete datasets that rely on the connections.
- Remove all connection strings from app.config.
- Remove all "settings" from the project properties setting tabs.
- Delete all data connections in server explorer (View->Server Explorer).
- Rebuild the project.
Now when you add a new Data Source all the connections in the dropdown are gone.
As another user mentioned above, deleting the data connections in the server explorer is not enough. When you exit VS and re-enter they come right back.