Is there a connection between celiac disease and diabetes insipidus?

Autoimmunity: Some diabetes insipidus is caused by a condition which is called hypophysitis (pituitary inflammation) -- which is sometimes autoimmune. Celiac is an autoimmune disease. Individuals with one autoimmune disease are more likely to develop others. This would be a somewhat uncommon explanation and there is a good chance that the two are unrelated.

No: None that I am aware of and I could not find anything significant in a quick search. Type 1 diabetes and celiac are more common together, but not diabetes insipidus.