There are multiple ways to determine if you are experiencing connection issues in Splash. If your textures or sounds aren't loading these are all key issues that confirm this problem. To help understand if this is a connection issue there are a few steps you can take.
1. Try resetting you Roblox character.
2. Try reconnecting to the club or server you are currently on.
3. Try server hopping to another server.
4. Try restarting Roblox.
If the issue is still on-going please check the status of Roblox to see if this issue is occurring across the whole platform. Feel free to also create a support ticket regarding your connection issue here.