I did more test this afternoon. I changed the "Import rule" from "All Recipients" to "Only New Recipients" in the import recipient task, and test run, then change it back, test run manually. Then run it as a first task in the schedule. And it succeeded. Now the schedule run without error for last few days. That is really strange performance, but now it works. Can not duplicate the error.
As we got "Connection error" before. I was thinking about maybe the QV process is occupied for some reason for the scheduled time when running the import task. Thought I checked there is no QV process running at that time, and the report task which running after the "recipient import task" never fail. So the "Connection error" is still a mystery. We also changed the running time of the schedule.