Wait, so is the second game a story sequel to the first? I thought it was an unrelated sequel, like the Final Fantasy games, might make some references and have enemies or weapons that appear, but if it's an actual sequel I'm gonna' have to try and finish the first before I get the second o.O
Both related and unrelated. 90% of the game it's not but it is related in a very specific way revealed at some point. I will put it in a spoiler for anyone who wants to know. Just know this is a major spoiler late in game.
It shows the war on Earth and Klaus in the space station with the Zohar and destroys reality and creates 2 parallel universes. One reality where Shulk lives and the other where Rex lives. Klaus himself was split in half and his evil side is Zanza. Rex and Shulks adventures happen at the exact same time. For other reasons too long to get into. If Shulk killed Zanza too early it would destroy Rex's reality. There is three Aegis's. Malos, Pyra, and Alvis who is the Monando in Shulks reality. Shulk, of course, is unaware of this, because all he knows is Zanza.