Toad Man will retain all the weapons he obtained before the Toad Man's Revenge fight in the second contest.
The Big Bad of Make a Good Mega Man Level 3 will be Dr. Eggman.
Episode Zero features vague references to Sonic the Hedgehog/Mega Man: Worlds Collide and Sonic the Hedgehog/Mega Man: Worlds Unite, and the ending credits features a cameo appearance by Silver the Hedgehog warning Duo about something...