Up to the 2nd edition, In the Trilogy, there's hardly any mention of anything from DGSD, even though DGSD is sort of the precursor to LOCH. In fact there are probably more DGSD references in SPW than in the Trilogy. Whereas, L/ROCH references are everywhere in HSDS, making the continuity much smoother. I personally would prefer that at times in HSDS, when they refer to the past, they would include some DGSD characters. For example, when they say that "The past great Beggar's Union leaders have included Hong Qigong, Huang Rong, and Yelu Qi..." it might be nice if they included Xiao Feng in there too. After all, in the 3rd ed of LOCH, it is now said that Xiao Feng is the greatest hero in the history of Beggar's Union.
Things like that.