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Clonoa asked a question

Can people tell me if corpse party manga are connected? Or do they have stories separate from one another? I've been holding off on reading them because i don't know where to start and i don't wanna miss the whole story if it's connected somehow. Do the series have a mystery that will be explained or it's just somethings killing you and that's it? I don't know anything about this so i am asking for enlightenment.