NOTE: This information has been updated since I played through the first game. Boy did I have a few things mixed up! ^_^
Yuna 3 looks like it takes place a few months after the second Yuna Anime OAV. In that OAV, Yuna gave a Christmas concert; at the beginning of Yuna 3, she's saying it's early Spring. So, the continuity goes:
One interesting thing that I found surprising about this game: Yuna's only companions throughout the whole game are Elnar and the three other robots. When she beats each Fraulein of Darkness, they vanish back to where they were when they were taken over by Darkness (leaving shards of armor all over the ground ;). None of them show up again except for Ryudia, who helps Yuna from afar with her sorcery. Oh, and Mai; she's too annoying to only get thrashed once. ^_^ (The first time Yuna fights her, Mai doesn't even realize who Yuna is; she's just fighting Yuna because Yuna failed to look jealous when Mai was bragging. ^_^ She shows back up later with some armor enhancements saying "Alright, this time it's for real!" She also shows up again a third time but she's being her usual noisy self outside a library and the patrons dump a case of books on her out the window. ^_^) Definitely a contrast to the other parts of the series I've seen, where she has 30+ allies helping her along!
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