Don't worry about Kingmaker. No narrative connection
Apart from Tristian's single comment about the Worldwound and all the badness going on there, no? But otherwise - yes, it appears to be entirely separate.
Didn't even remember that shit lol. It happens in the same world, but no real connection other than some Easter eggs and cameos like this one. If you know the fire emblem series, it's like the connection between fire emblem 1 and 2
