AJR's right. Also SMT:N AKA SMT3, is not directly connected story-wise to 1 and 2, which are directly related. However, it is suggested that a character from 2 is in 3. To be specific,
Hijiri is suggested to be Aleph, the lead from 2
, and to go more in depth,
Hijiri was cursed by YHVH to always watch the struggle between law and chaos. This apparently corresponds to threats he made to Aleph at the end of 2's neutral path.