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There's also a split because you have the original timeline and the Lords of Shadow stuff, which is basically a separate story entirely, just using some of the concepts from the original Castlevania (a reimagining I guess). So you can jump into LoS without any prior knowledge really. They're also completely separate types of games from the originals, being more of a GoW action game (Mirror of Fate is closer to the original games though).
If you want to play all of them though, going by what games are in the collections you listed, I'd say.
For the original timeline:
Anniversary Collection -> Advanced Collection
For Lords of Shadow:
Lords of Shadow -> Mirror of Fate -> Lords of Shadow 2
LoS 2 has a quick summary of what happens in MoF early on as well in case you don't play that one.