The recent project to connect the islands of Andaman and Nicobar with the mainland involved the use of a Submarine Optical Fibre Cable. This cable is used to transmit data and telecommunications signals.

Option 1: Shaheed Island - This island was NOT connected initially. This means that it was not part of the initial plan to connect the islands via the Submarine Optical Fibre Cable.

Option 2: Swaraj Island - It is not mentioned whether this island was connected initially or not. Therefore, we cannot determine if it was connected or not.

Option 3: Little Andaman - It is also not mentioned whether this island was connected initially or not. Therefore, we cannot determine if it was connected or not.

Option 4: Port Blair - It is not mentioned whether this island was connected initially or not. Therefore, we cannot determine if it was connected or not.

Based on the information provided, the correct answer is option 1, Shaheed Island, as it was not connected initially.