Generally ZUN has retconned most of the PC98 series aside from referencing them here and there. Yuuka and Reimu apparently having fought before (also mentioned in PMiSS), Reimu/Marisa and Alice having fought before, Shinkipatterns, Makai music sounding like other Makai music, Marisa keeping Orreries Sun, Master/Dual Spark as a whole, etc. However, even though they're referenced, PC98 doesn't really add much to the canon that doesn't also exist later on.