No connection to other FF worlds that we know of.
During the Lightning Returns crossover event, Yoshi P. did say that there was a basis for it in FFXIV's cosmology, and made a big deal about how it was "the real" Lightning. Presumably, if the FFXI event was also canon, it could be inferred that Vana'diel is also one of the reflections.
None of this is confirmed to be the case of course, and even if it was, it would not necessarily mean that any game in the series besides 11 and 13 had reflections.
During the Lightning Returns crossover event, Yoshi P. did say that there was a basis for it in FFXIV's cosmology, and made a big deal about how it was "the real" Lightning. Presumably, if the FFXI event was also canon, it could be inferred that Vana'diel is also one of the reflections.
None of this is confirmed to be the case of course, and even if it was, it would not necessarily mean that any game in the series besides 11 and 13 had reflections.