You can use the Get-AzEventHubKey to get the connection string for the specific policy/rule.
1- With the shared access policy only
Get-AzEventHubKey -ResourceGroupName MyResourceGroupName -NamespaceName MyNamespaceName -AuthorizationRuleName MyAuthRuleName
2- With the name of the namespace
Get-AzEventHubKey -ResourceGroupName MyResourceGroupName -NamespaceName MyNamespaceName -EventHubName MyEventHubName -AuthorizationRuleName MyAuthRuleName
3- With an alias
Get-AzEventHubKey -ResourceGroupName MyResourceGroupName -NamespaceName MyNamespaceName -EventHubName MyEventHubName -AliasName MyAliasName -Name MyAuthRuleName