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The Koudelka manga takes place after the ending where she beats the Final Boss.
Koudelka is emotionally scarred, but stronger and more independent.

Both good and bad endings for Shadow Hearts and Covenant are all canon.
Some people believe that the proper playthrough is first game: bad ending, second game: good ending, first game: good ending. It helps if you prefer the many-worlds explanation of time travel. This has a benefit of explaining Anne's Cross. Yes, it goes through a time loop, but it's only a single (open-ended) one. Others wonder why Anne's Cross doesn't get more battered with every loop, apparently thinking there's a stable time loop going on.
  • This comes with the added plus of providing a solid premise for another legit sequel starring Yuri.
  • If a sequel is possible, it could have the diverging point where Yuri and Alice meet Karin.
  • Word of God has stated that this is indeed canon.

Koudelka turned Yuri into a polyglot.
Yuri seems decently intelligent, but not book smart or studious, and is always moving around too frequently to pick up languages through naturalization. Despite this he can walk up to any man, woman or child in the streets of Tokyo, Paris, Wales, Chengdu, Florence, Moscow, and many other places and strike up a conversation. While Koudelka had access to Yuri's head, she may have shoved a ton of language comprehension in there, so any time you're talking to someone in France, it's in French and so on. She seems to have not bothered to give him multilingual reading comprehension, probably because the more she messed with his head the more painful and dangerous it became for him, hence his persistent confusion with Russian lettering.

Barehanded-style Edwards were the basis for Yuri.
In a game where weapon durability is random, it was easier to just have Edward go barehanded as the frontline DPS and tank all the way up to the final boss. That ended up being the basis for why Yuri uses fists as a weapon.

A soul called back into the wrong body leads to the breakdown of their Will if the body doesn't break first.
They don't properly integrate with their given vessels. This leads to their minds rapidly deteriorating and inviting Malice from the strain of sustaining themselves. A soul can't survive within a body that is either unresponsive to or incompatible with it, no matter how much it wants to live. This happens to the souls in the dollhouse quest in Shadow Hearts: From The New World if they spend more than a few hours in the living world.

"Johnny Garland" isn’t Johnny.
When Grace’s soul is called back by Graham, Johnny is still dead, and Graham just stops before summoning his soul back as well and the Malice threatens to overload his body. Grace sees this and gives up her Will, the building blocks of sentience; all well established. But keep in mind Johnny was still dead, in heaven/afterlife and Grace, even if she gave up her Will, has no idea how to perform a ritual or where Johnny’s soul is. So, where is Grace’s soul if it is no longer in Lady, and how did Johnny come back?

The answer is that he didn’t.

That’s not Johnny, but Grace in Johnny’s body, with her/his memory wiped. Grace can not go on living without her brother so she becomes her brother. We have been playing as Grace the whole time, this is also why "Johnny’s" memories are so fuzzy and why even when "he" gets "his" memories back it’s only of him and Grace: Grace has taken up the role of her deceased brother. Which also means Johnny fighting Lady is basically Grace fighting the remains of her old body. You aren’t letting Grace rest in peace, you are putting an end to an old life/identity. This would also make the Johnny we are playing as transgender in a sense.

The Good Ending of Covenant simply creates an eternal cycle of the events of Shadow Hearts and Covenant because that's how Takamagahara read Yuri's prayer.
Said ending involves this line from the deceased Alice:
Alice: It's the world you secretly prayed for. The place your heart returns to. The time when you were the happiest. You can start your life over again.
A better life beyond the journey Yuri just had was inconceivable to him. Instead, he relives the events of Shadow Hearts and Covenant eternally.

Roger Bacon technically never saw an Emigre ritual that undid a person's death with zero drawbacks.
The result Roger spoke about in From the New World would be no different from timeshifting a person from right before their death to the present, with no lingering Malice-induced side-effects. This keeps the Koudelka manga's canonicity intact because Mary Vermont and the harvested fetuses revived as angelic beings, which is quite different from something like Joshua's mother being cured of her illness before she died.

From the New World follows from the abandoned timeline of the Good Ending of Covenant.
After Yuri's party go their separate ways in the timestream and he decides to redo his adventure with Alice, they vanish from their original timeline entirely. This matches up with the mention in From the New World of the Gate of Malice being opened.

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