So this is maybe a topic that the wikia has seen before but I thought I'd throw my hat into the ring. Massive spoiler warning for every Xenoblade game; you've been warned.
So first I want to establish that Xenoblade loves duality as a concept and plot-shaper. In XC2 you have Pyra, Mythra in XC1 you have Shulk and Zanza and in XCX you have humans and mimeosomes. I could list off a bunch more in each game but I think you get the idea. This sense of duality, however, does not just go on within the games but across them as well. The first and most obvious connection is that the Architect in XC2 is Zanza in XC1 or more specifically when Klaus created the world of Bionis/Mechonis he divided himself between Earth and XC1's world. He effectively created a new world and possibly universe based on existing information like DNA and matter found on earth. This is why a lot of XC1's enemies are similar to creatures we can see in our own world (this process is also done but slightly differently for XC2's world which is also why the enemies are so similar and if you're doubting me this process is discussed by Klaus )during the cutscene you meet him.) The thing that differentiates Klaus and Zanza, however, is that I believe Zanza was a blank slate; a newborn Klaus with the powers of a god and this power led to his arrogance. Klaus on Earth saw the devastation of the world and was probably the only one who survived. In that wake, he talks about researching and then finally finding a way of reclaiming the Earth; so he creates Alrest as a merciful but removed god. He is old for a reason when you meet him because all that time he has learned to be caring and understanding of his creations.
He also mentions 3 Aegis' Pyra/Mythra, Malos and a third called Ontos. This is Alvis from XC1 and Shulk is his driver. The monado is also Alvis' physical sword that he would manifest for a driver. This is why Malos has a monado and why Rex can use foresight because all three of these blades share the same exact power, albeit in slightly different ways. It is also possible that Alvis was in some way communicating with Klaus on Earth and that would be the reason why he helps the party. You could even make the argument that Shulk himself is an extension of Klaus but the story of XC1 doesn't really explore this idea much.
Lastly, I want to talk about the conduit or what it should really be called the zohar. The zohar is the main item that ties every xeno game together in some way. It is an artifact with limitless power and has the ability to grant a user with a way of changing the future (foresight). Ether is also another thing that is shared across every game because ether is the energy of the zohar. If you can harness ether you are a god among men. This is why everyone who has some sort of connection to the zohar talks about themselves or the zohar in a divine way. The zohar is what is used by Klaus to create the world of XC1 and the Aegis' are created to wield the zohar's power. The zohar also tends to radiate ether which is why everyone can use ether to some degree. The zohar in XCX is actually a fake one created by the human race as a super computer. The ganglion are fearful of humans because they have the ability to create zohars and are therefore related to the ancient race of the sumerians which are the alien race that created the Zohar used in every xeno game ever.
Also, side notes the battle taking place on earth at the end of XC2 is not the same battle sown at the beginning of XCX because that would be impossible since the Earth in XCX is destroyed. If the Earth from XCX and XC2 relly are the same planet it is possible that XCX just happened a very long time after XC2 but that is very speculative.
Let me know what you think of all this and share your own theories about the interconnectedness of the xeno series I would love to hear it.