Now, before you leap on me, hear me out. I have completed all three endings of Yggdra Union, 2 on Riviera, and the red route of KITN. So I have some knowledge of the series. Here is what I think the order is:
1: Yggdra Union
2: Knights in the Nightmare
3: Riviera
Here are my reasons
Yggdra Union is the first game in the timeline because:
Reason #1: In the "Tome of Lost Souls" Artbook, Yggdra is mentioned as being a "princess from an ANCIENT kingdom that survived after her kingdom died." Now, it says ancient, saying that she's been around a while (compared to the events in KITN), hence her game coming before KITN.
Note: I am assuming that Ending A is the canon ending here. Maybe it's a different timeline otherwise, I don't know.
Knights in the Nightmare is #2 because:
Reason #1:
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Also in the artbook, for Marietta's sketch, it mentions that she loses her power in the events of this game, so they wanted to make her look more godlike than her Riviera design. That clearly indicates the events of this game come before Riviera.
Reason #2:
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(Yeah, I know this one is speculation). Again, from the artbook, it says that Zolgonark is related in some way to Hades. I think Zolgonark IS Hades, just Zolgonark got owned so now he looks like Hades, all skeletonlike.
Which leaves Riviera. It is game #3 because:
Reason #1: In the opening of Riviera, it mentions a huge war of gods against demons. NONE of the other games have a mention of this huge event, telling me that it came after the events of the other games.\
So what do you think? Do I have a point? Am I spewing crap? Or did your microwave burrito just finish?