GW dropped the concept of any sensible coherent story with AoS didn't they? How else would you link those steampunk flying dwarfs to beast-riding lava dwarfs to regular, hold-dwelling Dwarfs. I mean technically you could link every story you want, but it wouldn't make any sense. GW is keen to pump out new lines of models and doesn't want to be limmited by a one-world setting imo.
No, they did not. AoS is more coherent than the Old World ever was, and in high fantasy to link somebody with somebody is not a big deal, and yes, cloud armies were mentioned long-long ago, it's nothing new, just a developed idea. And they are linked well for that matter.
Apart from short bits in chronological sections of various tomes there also only campaign books and pages for slayers and Dispossessed in Grand Alliance: Order (really starting with the Balance of Power). As of yet duardin race is not covered in other stories
What campaign books? All of them or just some? How much stuff about them (or with them) is in those books?
When GW announced Kharadron Overlords, I've been looking forward for some novel about them (like in the case with Fyreslayers)... And all we got is Battletome, so thank you GW...
Balance of Power, Godbeasts, Allgates. In all of them one of the arcs is dedicated to the Fyreslayers participating in major offensive - and not only, so it's definitely worth it.