I suggest the interconnection is FEAR.
In bigotry, there is a fear allowing someone to have their own point of view as opposed to my own.
In prejudice, I make a judgment without wishing to know or acknowledge the facts. To do so would put myself at a disadvantage, vulnerable.
In discriminating, I declare that only certain characteristics are safe for me to accept. Anything else must be pushed to the background, out of my way, leaving me alone with my preference.
Marginalization of those who don't "fit the bill" again leaves me feeling more secure and puts a strong wall of conformity around me.
Maybe the antidote to all of these leanings is education, a willingness to learn, encouraged by good, sound, honest leadership.