is there additional cost for lightning connect/external objects?

Yes, I can confirm that Lightning Connect is an additional cost. See your Account Rep for details on cost.

Note: The product is now referred to as Salesforce Connect.

It appears that Salesforce has a pdf document with prices for all add-ons - https://www.salesforce.com/content/dam/web/en_us/www/documents/pricing/all-add-ons.pdf

It is stated that Salesforce Connect is $4,000 per connection per month.

Salesforce Connect

$4,000 connection/month

Access, display, and change data from an external data source in real time without importing data.