First, it might be useful to recall that Hume claimed that all propositions can be classified into two categories: 1) relations of ideas and 2) matters of fact. The truth of relations of ideas is known a priori, without the aid of experience. Logical or mathematical propositions are such relations of ideas and we can be sure of their truth because denying them would involve a contradiction. As for matters of fact, their truth depends on how the world is and thus can only be justified a posteriori, i.e. with experience. That X causes Y or that the colour of Napoleon's horse is white are propositions whose truth depends on experience of the world. This distinction is often called 'Hume's Fork' and it mirrors to some extent the necessary/contingent, analytic/synthetic, a priori/a posteriori divide.
To come back more specifically to your question, I think Hume would say that the necessary connection between a cause and an effect is a matter of fact, but the 'necessary connection' (this term is perhaps misleading) between premisses and a conclusion in a deduction is a relation of ideas. The following proposition, 'Were the premisses of a valid deductive argument be true, the conclusion would necessarily follow.', is true in virtue of the meaning we ascribe to the words involved like 'valid, 'deductive' or 'argument'. Basically, one is only spelling out the meaning of the proposition and what this meaning logically entails.
So is it the case that "the rules of the deductive game" necessarily apply? Here I might be deviating from Hume, but the short answer is no. It is relative to a language and there are many types of logics, paraconsistent logic, fuzzy logic, relevance logic, free logic, modal logic, etc. But in a language where 'deduction' means what it commonly means, yes, the rules necessarily apply. One cannot deny that the conclusion of a valid deductive argument necessarily holds provided the premisses are true. That would contradict one's own concept of deduction. But it doesn't mean that necessarily 'deduction' ought to mean that, if that is what you asked.
Finally, concerning Kant, one central idea of the Critique of Pure Reason is that some a priori concepts, the categories of understanding, necessarily apply to all the objects of human knowledge. They structure all our thoughts and experience. One such category is of 'Causality and Dependence' and contains the idea of the necessary connection between a cause and its effect. Also, Kant didn't buy Hume's Fork. The Critique's main motivation was to show that synthetic a priori judgments were possible, i.e. that it is possible to know a priori some propositions about the world.