As you've probably realised, you can't open the document without making a
connection or removing the connection, so
a. you'll probably only be able to see the existing connection details if
the original mail merge main document was saved in .rtf, .html or .xml
format, in which case you could try opening the document as a plain text
file, eiither in Word or e.g. Notepad and have a look for the data source
name in there
b. is there any artefact of the deleted file in Windows - e.g. could it be
in the recycle bin? If it has been renamed, would a search for files with
recent modification dates help?

Maybe a file recovery utility would also be useful...

Peter Jamieson