Since you've finished the game, may I please request your save games? I want to test some pregnancy things late-game.
Here is the save. Try to find the correct one.
There is nothing to test about the pregnancy though. Mary gives birth completely skipping the pregnancy by sleeping in her room (only place that gives her babies). Try to give birth to a human child, is kinda morally questionable.
I remembered about Rosalie's game, but the one I mentioned was Naedoko Demon's Ground, which is Eliza's game. I did forget about her cameo in Nightmare Girls though, I'll give you that.
Anita also appears in Eliza's game. She comes with a party to clear the dungeon, but gets attacked by friendly fire and bound so she can't fight. I decided to check the seesaa wiki and she appears in every single game, I will be extremely disappointed if she doesn't appear in the next game.
I'm talking about including npcs, I agree not all of them, but many. Just checking out what I have at hand: Sylvie, Yasumin, Reina, Ryo, Rynnian, Hilda, Anita as playable and Marika, Alisha and Moblan come from Lily Knight Saga. I might have mistaken some from this game looking at their designs looking at them. Now that you mention Succubus Trap Island, Leaf is also from Lily Knight Saga. And looking at the image gallery... Jane is there, Mary herself, Wanda.
Najiko and Eleanor appear in Lady Knight Saga. There I'd be sure some more appear as side characters like surely the first princess, but since they are very secondary it's hard to find anything.
Tutuas is from at least Naedoko Dungeon Chronicle. Anita I see she appears in Naedoko Demon's Ground too.
I can't find the games in my pc anymore, I might have transferred them somewhere else, but I'd say Tatan is from another one

And not sure about Marlene, Zoe, Kaya, Thyme and Shenera but I think I've seen them before.
They've added many, better than just recycling yeah, but also many either are reused from npc to playable or from playable to npc.
And you also might be right I'm wrong about about some, I have played these so long ago.
These are the cameos from seesaawiki:
Playables, at least once in a game.
Anita: Every single game, including the non mainline games. She apparently even appears in Yue Channel. Only playable in Lady Knight Saga.
Alisha: Lily Knight Saga (playable) and Trap Island.
Elenoa: Lady Knight Saga (playable).
Sylvie: Lily Knight Saga. Surprisingly, she wasn't Lilim Union apparently.
Thyme: Lilim Union.
Tutuas: Demon Chronicles, Lilim Union, Lily Knight Saga (playable).
Najiko: Lady Knight Saga (playable), Lily Knight Saga.
Nunnaly: Dungeon Chronicles (playable, technically).
Piscilis: Lily Knight Saga (playable). She is Rinnyan's "self-proclaimed best disciple". She doesn't have a sprite in this game.
Hilda: Lady Knight Saga (playable), Lily Knight Saga.
Paula: Lady Knight Saga (playable), Lilim Union, Paula Extra Plus (playable).
Maria: Lady Knight Saga (playable).
Marika: Lily Knight Saga (playable), Asutore, Trap Island.
Yasmin: Lily Knight Saga (playable).
Ryou: Lily Knight Saga (playable).
Reina: Lily Knight Saga (plyable).
Wanda: Trap Island.
Rinnyan: Lady Knight Saga (playable), Dungeon Chronicles, Lily Knight Saga (playable).
Non playable:
The Hero Party: Lady Knight Saga, Lilim Union.
Takakaze, the super ninja: Dungeon Chronicles.
Tutorial Fairy: Lady Knight Saga, Dungeon Chronicles, Lily Knight Saga, Demon Grounds, Gemini Fort, Nightmare Girls.
Futanari Fairies, as an annoying rapist race: Almost always except for Lady Knight Saga and Astel
Those are the cameos.
Some are family or friends like Jane who is part of the phantom thieves sisters, the guild master who is mentioned a few times, Hiiragi workshop which I think is mentioned a few times for their robots, the hero's party, Miriam, etc.
There are more characters who made a debut in this game than characters brought from other games.