How much are WoD settings supposed to line up?

Hello! I'm very new to world of darkness, but I'm running a sort-of-campaign (I say this because it will be primarily roleplay, only loosely based on the mechanics). It will be mostly MtAS, but I want to include most, if not all, the settings and splats that I can (VtM, WtA, WtO, CtD, HtR, DtF, MtR). The only issue is, I'm having quite a bit of trouble Codifying this world. Obviously it's quite historic and extensive, so I don't expect to be able to learn everything about every setting, but the base of it seems somewhat strange and conflicting. There's just... A lot. Everything I find hinges on 8 other events caused by 3 other cosmological truths each, and it seems either almost entirely disconnected from the greater world or intricately connected to every other system.

So my main question is... Do people do this? Is it a lost cause? I think I could probably take it and run with it, but it will certainly take quite a few more hours of reading (I'm mainly using the white wolf wiki, which may be a part of the problem?) and rewriting.

Side note, what's with Demon: The Fallen? It seems way more disconnected than the rest of the books, which is unfortunate because it seems quite interesting.

Other side note, does VtM5 (as well as WtA and HtR5) work with the old WoD lore, or should I just stay with 20?