You can script deployment of a Data Explorer cluster using an ARM template. Everything works, except data connections. This is because the validation requires target tables to exists before creating a data connection.

I suggest a new management function is created that works something like this:

.create data connection with (name="", kind="EventGrid", storageAccountResourceId="", eventHubResourceId="", consumerGroup="", tableName="", dataFormat="", mappingRuleName="")

This way I can create data connection in a .csl file along with tables, functions, policies etc.