Yet many Christians, like yourself, are kind enough to try and help my understanding. Do you and they understand it?
Not fully, no, but I understand enough of it that God allows me to.
So what is the connection between the various 'persons'?
The procession. That is the Caluclus of Theology. I cannot fully explain it.
The Son proceeds from the Father. In the West we say that the Holy Spirit proceeds from the Father and the Son. In the East they say the Holy Spirit proceeds from the Father. Believe it or not this has seperated the western church from the orthodox church for a thousand years. I would not lose sleep over it.
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In fact the Bible is not plain and clear that the Son of God IS God
Here I must disagree. The Divinity of Christ is quite clear in the Bible. For example, in John 5:18 we are told that Jesus’ opponents sought to kill him because he “called God his Father, making himself equal with God.”
In John 8:58, when quizzed about how he has special knowledge of Abraham, Jesus replies, “Truly, truly, I say to you, before Abraham was, I Am”—invoking and applying to himself the personal name of God—“I Am” (Ex. 3:14). His audience understood exactly what he was claiming about himself. “So they took up stones to throw at him; but Jesus hid himself, and went out of the temple” (John 8:59).
In John 20:28, Thomas falls at Jesus’ feet, exclaiming, “My Lord and my God!” (Greek: Ho Kurios mou kai ho Theos mou—literally, “The Lord of me and the God of me!”)
In Philippians 2:6, Paul tells us that Christ Jesus “[w]ho, being in very nature God, did not consider equality with God something to be grasped” (New International Version). So Jesus chose to be born in humble, human form though he could have simply remained in equal glory with the Father for he was “in very nature God.”
Also significant are passages that apply the title “the First and the Last” to Jesus. This is one of the Old Testament titles of Yahweh: “Thus says Yahweh, the King of Israel and his Redeemer, Yahweh of armies: ‘I am the First and I am the Last; besides me there is no god’” (Isa. 44:6; cf. 41:4, 48:12).
This title is directly applied to Jesus three times in the book of Revelation: “When I saw him [Christ], I fell at his feet as though dead. But he laid his right hand upon me, saying, ‘Fear not, I am the First and the Last’” (Rev. 1:17). “And to the angel of the church in Smyrna write: ‘The words of the First and the Last, who died and came to life’” (Rev. 2:8). “Behold, I am coming soon, bringing my recompense, to repay everyone for what he has done. I am the Alpha and the Omega, the First and the Last, the beginning and the end” (Rev. 22:12–13).
This last quote is especially significant since it applies to Jesus the parallel title “the Alpha and the Omega,” which Revelation earlier applied to the Lord God: “‘I am the Alpha and the Omega,’ says the Lord God, who is and who was and who is to come, the Almighty” (Rev. 1:8).
Does one know things the others don't?
No.