Yes. Pretty much all the games from this company are set in the same universe. The character who appears in both Gemini Forth and Into the Nightmare was first seen in Lady Knight Saga, as one of the playable characters, and there's tons of connections between that, Naedoko Dungeon Chronicle, Lily Knight Saga and Naedoko Demon's Ground. Also, Yue's channel isn't fanmade, it's from the same devs.
There's also Lilium Union, which only has a partial and Succubus Trap Island, which is completely untranslated. Both of those are also in the same universe.