You are correct, we don't support tapered or built-up members in the Connection design within STAAD.pro at this time. You can do some connections of this time (mostly the MEP type) using Ram Connection Stand-Alone (or Ram Connection + Ram Elements). Image may be NSFW.
Clik here to view.
Are those the the kinds of connections you wold want to be using here? I logged an enhancement request for that:
474706: Implement MEP connections for tapered, built-up I shapes.
