Developer of Charge here.
The full details on the setup for Connect are detailed here : https://squarebit.co.uk/software/craft/charge/usage/reference/connect-setup
Setting up a Charge to use Connect takes 4 broad steps -
Configuring your Stripe Account, and Charge settings - this involves putting your platform keys into Charge, and the callback url(s) in to the Stripe settings
Adding the Charge Connect field to the elements you want to use as the parent elements for the connected accounts.
Updating your templates to reference these connected fields.
Actually connecting accounts to use - using the field you created in step 2.
From the sounds of it - the issue you're having is in either step 3, or 4.
The first thing to look in is the Charge > Logs - which will detail exactly what's happening, and why things aren't going to the connected accounts. It's almost certainly due to either the proper information isn't being passed through on the request (ie. a template issue) or an account issue (ie. the connected accounts aren't in the appropriate mode to accept payments)