Once an ability that causes a creature to connive begins to resolve, no player may take any other actions until it's done. Notably, opponents can't try to remove the conniving creature after you discard a nonland card but before it receives a counter.

If no card is discarded, most likely because that player's hand is empty and an effect says they can't draw cards, the conniving creature does not receive a +1/+1 counter.

Connive X is a variant of connive. If a creature connives X, its controller will draw X cards, discard X cards, then then put a number of +1/+1 counters on the conniving permanent equal to the number of nonland cards discarded this way.