"Italian site everyeye.it had an interview with producer Masahi Takahashi and composer Yasunori Nishiki. They claimed there is connection between characters but that they won't talk about the "second part" of the adventure. Also, when asked, staff confirmed that the 8 stories do absolutely intertwine at the end, but as for when and how we'll have to wait for tomorrow's review (they have a review copy obviously).
I'm Italian and I can confirm this site is reliable (in fact, it's one of the main ones when it comes to games reviews).
Source:
https://www.everyeye.it/articoli/in...-personaggi-nella-nostra-esclusiva-39765.html
(It's in Italian of course, I can translate some parts if you have some doubts)."