imac 2015 to macbook air connection

What are you trying to accomplish with the connection?

If you are trying to make the iMac a monitor for the MacBook Air, you can't.

Both computer models are too new for Target Display Mode. There was only a limited sub-set of iMacs made between Mid 2009 and Mid 2014 that worked as monitors for other Macs. Now, only Mac for 2019 and older can send video to that sub-set of iMacs.

You can ditch all the cable issues and use network screen sharing but it is slower:

https://support.apple.com/guide/mac-help/share-the-screen-of-another-mac-mh14066/mac

I think you are referring to Target Display Mode, sorry it will not work. Please refer to https://support.apple.com/en-us/HT204592

Macs are computers, they were never intended to be displays for other devices.