Note that the first Video was released much later than the other two so don't be confused by the connection, if you watching just these 3 Videos you are missing a lot of context.
Overall the Evillious Chronicles is a collection of dozens (like in >50) banger Volcaloid ballads in a connected universe telling multiple intertwined stories, some of which spanning over a dozen songs in themself.
My listening order was: The Daughter of Evil Chronic -> The 7 Deadly Sins Series -> Clockwork Lullaby Series -> The Original Sin Story