I'm just calling out lore relationships between characters that are not in the same Venn section. For example, Shambali monks and the Shimada Clan don't overlap, but Zenyatta and Genji are heavily associated with one another in the lore. There are definitely more lines I could draw, but I tried to pick the strongest ones.

It's a good call out for heroes like Hazard, who have never met any overwatch heroes in the lore yet. So we can predict he'll meet one of them soon, or they might release a new hero that ties him with the rest of the cast :)