The DbUtils.ActualConnectionString static member is static for a single set of generated classes, i.e. the project it is in. So if you have 10 selfservicing projects, they all have their own DbUtils class so you can set their connection string individually at application startup.
There's no 'more globally' way. So I'm afraid you have to do some assembly traversal at application startup (though you have to do that anyway to see which modules are present, IMHO) and store the assembly references somewhere. Then when the user switches db, set the actualconnectionstring property in the dbutils classes of the assemblies known. There's no other way, I'm afraid.