Exacly how lakes works to connect cities is still a mystery to me, but it seems like if the lake is connected to a river, then any city that is settled next to the lake is also connected to the river.
Any resources that are riverside are automatically connected, but resources that are lakeside are NOT connected.
Similarly, if a riverside tile is roaded, then there is a connection between the river network and the road network, but if a lakeside tile is roaded, that doesn't do anything.