Strictly speaking, the Connoisseur wine list is the same regardless of venue.
And, while there certainly is a wine list that contains all of the complimentary offerings across the entire ship, it is guarded like a great secret. This is because the ship may not have all of the listings available at any one time.
SS does tailor the complimentary offerings in each venue by time of day. With that said, you are certainly more than welcome to have any complimentary wine of your choosing in any venue at anytime, i.e. if they are pouring an Italian red in La Terrazza, but you would prefer the Chilean red that you enjoyed last night in Atlantide, they will bring it to you in La Terrazza. Just let the wine steward know when you dine.