Yes indeed there is a connection and the movie thats coming out is taking place sometime after the episodes. It even says that Ed meets his counter part and his brothers from a different dimention AKA Other side of the gate. Now in the recent episode Ed's dad says that in this other world there is another Ed just like him and there is another Al somewhere too. This is strange but it is true.
In memory of .hack//Chat I say one last time: "Let's meet again sometime, in that place we love to go. The Root town of Mac Anu!"
.... .hack//kyat....we miss you dearly