In a pseudo-Euclidean space $\mathbf{E}^{p,q}$, the conformal group is $\mathrm{Conf}(p, q) ≃ \mathrm{O}(p + 1, q + 1) / \mathbb{Z_2}$. See this. Or some notes say that $\mathrm{Conf}(p, q) ≃ \mathrm{SO}(p+1,q+1)$.
But we know $\mathrm{O}(p,q)$ has $4$ connected components and $\mathrm{SO}(p,q)$ has $2$ connected components for $p,q\ge1$. See this.
So if this notation $\mathrm{Conf}(p, q) ≃ \mathrm{O}(p + 1, q + 1) / \mathbb{Z_2}≃\mathrm{SO}(p+1,q+1)$ is correct, then $\mathrm{Conf}(p,q)$ should have $2$ connected components.
However from every textbook of CFT, they firstly derived the Lie algebra (commutation relation) of conformal symmetries. It's isomorphic to $\mathfrak{so}(p+1,1+1)$ or $\mathfrak{o}(p+1,q+1)$ (It doesn't matter because at Lie algebra level they are same.) Then they will say the conformal group is $\mathrm{SO}(p+1,q+1)$ or $\mathrm{O}(p+1,q+1)/\mathbb{Z}_2$. (Francesco's CFT p98)
It puzzles me. Since if they only want to talk about the connected component of conformal group, then neither $\mathrm{SO}(p+1,q+1)$ nor $\mathrm{O}(p+1,q+1)/\mathbb{Z}_2$ is connected. If they want to talk about the full conformal symmetry including the discrete conformal symmetry $P,T$ and inversion $x^\mu \rightarrow x^\mu/x^2$, then I think the full conformal group should be $\mathrm{O}(p+1,q+1)$. Is it right?