I tried to connect the integrated panel output to a led on another panel, but it doesn't connect, it says that "inputs can only connect to outputs and vise versa", is this a bug or i'm a dumb?

Not official support here but one thing I found is to make sure you always wire one way, best to go from green to blue. If the wires still do not connect after trying to wire one way from both ends, then its likely a problem.