I'm wondering how to nominate for Rick Riordan's Demigods series--on AO3 they're split up into Percy Jackson and the Olympians, The Kane Chronicles, Heroes of Olympus, Magnus Chase and the Gods of Asgard, and The Trials of Apollo, but they all take place in the same universe and whereas the Kane Chronicles and Magnus Chase and the Gods of Asgard are more loosely connected to the other series, POJ/HOO/TOA share a lot of characters and continuity.