Is there any connection between Socrates's monotheism and Judaism?

No. Not in Western Christianity, at least. Medieval Western Europe had Calcidius’a Latin translation of parts of the Timaeus and his commentary on it, and in the 1200s, the Sicillian clergyman and politician Henricus Aristippus translated the Phaedo and the Meno into Latin, but most of Plato’s stuff wasn’t known in Western Europe until the fall of Constantinople.