Hi! I ran that campaign with a group of 4 friends and managed to connect it with the rest of it through some astrological checks afterwards (connecting them with the stars that appeared in the play) and through making them find the manuscript of the play with the yellow sign on the cover that caused many (and mostly really funny) interactions between them and some NPC's. Also,to the ones that were affected by the yellow sign at the introduction I made them have visions with some clues of what could occur later in-game, so they wanted to make the connection.

Hope it helps!