No. They are not connected. Only VII and X's worlds are stated to exist in the same universe, but that's the only connection. Final Fantasy games are known for never being set in the same continuity (like alot of other RPG series), and that tradition isn't about to change yet.

And why would anyone take so much time to try and figure out all this stuff anyway? I mean, I like all the games, but I'd never do something like that.