The classic approach of deploying large data centers to provide Cloud services is being challenged by the emerging needs of Internet of Things applications, Network Function Virtualization services or Mobile edge computing. A massively distributed Cloud-Edge architecture could better fit the requirements and constraints of these new trends by deploying on-demand Infrastructure as a Service in different locations of the Internet backbone (i.e, network point of presences). A key requirement in this context is the establishment of connectivity among several virtual infrastructure managers in charge of operating each site. In this paper, we analyze the requirements and challenges raised by the inter-site connectivity management in a Cloud-Edge infrastructure. We also aim at initiating the discussion about the research directions on this field providing some interesting points to promote future work.