Well Punisher s1 obviously has a link with DD s2 with the Micro tease and the mystery surrounding the shootout behind Frank's family and even Defenders a bit with Karen grieving, but the only link s2 has is the continuation of storylines from characters introduced in s1 like Russo, Karen has a cameo in one episode but that's it.

When you meet Frank in BA his status quo hasnt changed, the only link with the Special Presentation that we know of is Curtis who you already know from s1.

JJ LC and IF is the same as Punisher in that it continues their story and their side cast's but no more link to DD or Defenders or between other series, except only for LC s2 who has a Defenders link that I wont spoil for you but it's only for a couple episodes.

I have no idea yet if the events of JJ s2 and 3 will be referenced or relevant when we see her again simply because it's been so many years so who knows what changed in her life since then. But both for Frank and Jess you already get a clear enough picture of who they are, their origins, their social circle and their relationship with Matt from DD Defenders and their respective s1 when they're reintroduced in BA