At the moment they use only some characters from earlier games (Arhu for example) but I would say it showcased again some of the greater themes of the series, which we saw in other installments.
As there are
- Deciption (there is a false prophet (The Conduit) like in Divine Divinity or Damian the Antichrist of Rivellon
- Order versus Chaos (The Void is the manifestation of Chaos, from where the Lord of Chaos, the God of Demons, originated and tries as one of its agents to destroy Rivellon and the Universe, like the void dragon did)
- Man as the master of his own destiny (The Divine One and the Source Hunters had to work to become so powerful as they were and even when they got some godly powers, they worked for it)
Direct connections will we now get in Original Sin 2.
And on a simple lore level, we finaly got a creation mythos for the Divinity - universe and established what the great conflict of this universe is (see above).