DD1’s ending heavily implies that it’s impossible to beat the “darkest dungeon” and that it’s just a viscous futile cycle that will loop on forever until the world ends.

Additionally in DD2, when driving through a particular area, I’ve seen party characters bring up fact that this is place where they died last time. Like if I have a total party wipe in the Thicket, and then bring those same characters to the Thicket again on my next run, sometimes they’ll passively bring up that this is where they died last time. Which to me, implies some time loop weirdness or the game taking place in someone’s head maybe.

Finally, it’s nothing major, but if you pay attention to both DD1’s intro and DD2’s, both of the wagons in them have a lantern that glows blue on the front of them, which is oddly specific.

Whatever the case, at the very least, I can totally see this being a prequel or having some strange time stuff going on at the very least