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Extella takes place after Extra (and CCC) through a merged route that doesn't exist in Extra. You've won the Holy Grail War and you're king of the virtual world, essentially. Which was really just the computer's plan to put you in charge to fight off an alien invasion. The vanguard of said invasion appears in Extella.
Link takes place after that and is a half-sequel while we're waiting for Extella 2.
As far as relating to the other series? Part of Extra was about fan service while subverting expectations from Fate/Stay Night. You get a Saber who looks like Artoria, but isn't her. That Archer is the same one from the anime, but from a different timeline. Caster's a different case.
Short version - Play/Watch Extra. Read a summary of Extra/CCC. Play/Watch Extella.
Ok so this game is a sequel to the first extella which is a sequel to fate extra. These games all take part in a timeline generally called the extraverse. In this timeline the world has basically encountered the apocalypse due to mana drying up on the planet. As a result all life has suffered and mages are no longer properly able to practice their craft. Then the mooncell was found. This is basically a superpower computer powered by a version of the holy grail. Hackers are now the new mages and as a result many hackers were able to enter the mooncell to try to participate in the holy grail war. The mooncell forces the hackers to fight each other to the death to find the most powerful master and servant.This leads to the holy grail war taking place in a tourney bracket style since their are far more fighters than usual. Your mc is not a real person but a ghost in the system of sorts. Having no idea who you are you fight your way to victory with a chosen servant. You the win the holy grail war but your being is split into three parts. You attempt to put yourself back together and find out that an ancient alien god intends to destroy both the planet and the mooncell and you were chosen as the most powerful Servant master combo to combat the threat.
This is a very shortened version story as I understand it.
Extella doesn't take place after Extra, CCC, or Last Encore
Extella takes place after Extella/Zero, a thing only visible in Short Story format. It's not necessary to understand Extella though. However Extella is necessary to understand Extella Link
Extra and Last Encore are on the same worldline (LE is a continuation of a bad end from Extra)
CCC is on it's own worldline
Extella/Zero, Extella, and Extella Link are on their own worldline
Yes they take place in the mooncell but that doesn't mean they're all connected
Anyways plot, world ran out of mana due to certain event. Holy Grail War is now held on the moon
Not the same universe as FSN or Zero. Part of the same Multiverse (the Nasuverse look it up for more info), but not the same Universe. Extra, CCC, LE, Extella, and Link are all part of the Extraverse.
And personally (although irrelevant) I think last encore's pace is just perfect. Unlike Zero (and to some extent Stay night) which is a damn snore marathon. And it takes itself so seriously that it made me cringe like not many other series before. Also the DRAMA. So much dumb cheap and infantile drama. I guess slow pacing, drama and self importance is what mature looks for some... To each it's own.
Also, you're 100% wrong about CCC. CCC takes place in the middle of the Moon Cell's HGW no matter the route and Extella/Zero even mentions that it went down - Caster remembers it, but Saber can only recall Elizabeth.
Edit: It you want to be technical then Link isn't a true sequel to Extella either because Hakuno clearly states in two different routes that she never met Archimedes despite their meeting being what kicked off the plot in Extella. (Spoilers for both Extella and Link)
I dig Last Encore despite all it's issues, I really do please believe me, but I can't recommend it in good faith unless you've play/watch the original Extra because there's a LOT of character stuff that depends on you knowing them from the original game.
However I don't think this is the place to discuss our personal tastes. We are kinda derailing. That's why i said my taste was irrelevant and implied yours was as well. What is a fact though is that Last Encore is short and takes place in the same universe as the games. I don't think it's the only source newcomers should consult but it's definitely a good source to understand the nature of the reality the characters in the games inhabit. That was my whole point in my original comment. Lastly I don't think Last encore is as cryptic as many make it to be... The characters themselves pretty much, explicitly, tell you everything about the world, heroic spirits and Hakuno himself.
yeah zero is slow but the last third is very good.