Hi CreativeRaul,
Sorry for the delay in answering, but I had an appointment with our Government, which was great (start to finish), to say the least. :o)
Anyway, the problem with the PolyFX is, that is stubbornly refuse to be cloned. It just takes a “one size for all” approach, and ignores all attempts to be “stepped on” (aka Step Effector).
So, the only practical way I can think of (I have worked on workarounds, but even they work-a-round, it felt not elegant, so “no show” for me)
What I can offer, see attachment, is not more difficult than your initial set up (comparable set up). I just replaced the PolyFX with a Plain Effect (set to Deformer>Polygons).
To have that working, the polygon-object must be selected so all polygons are highlighted. Then the Split function (see image) needs to work, to have all polygons separate (So: No Group!). It stays as one object, thought.
To get them back again, use the Connect Object, as you did already in your set up.
Now the Plain Effector needs to be moved and key-framed, the Step Effector will work with these Keyframes.
Place the polygon object/Plain Effector combination under a Cloner Object and call up a Step Effector.
Done, or if not, please compare your set up with the scene file below. ... or just ask. ;o) Perhaps set the Clone amount to five to see how it works more clearly.
I hope I got your idea, perhaps you need some tweaking.
All the best
Sassi