This is the code that I have:
this.UltraChart1.ScatterChart.IconSize = SymbolIconSize.Small;
this.UltraChart1.ScatterChart.ConnectWithLines = true;
I think the best way would be to create a composite chart. Each time you create a new scatter layer, you can specify whether or not the points in that layer's series will be connected with lines and what the style of the icons would be. Both Icon and ConnectWithLines apply to chart layers rather than series.
Another option is to use FillSceneGraph event (in version 7.3 or later) or a custom layer. This will allow you to manipulate the chart primitives on a lower level and determine which attributes any given PointSet (a group of scatter points) should have.