I just looked at the connections and it looks like they just list all Gerry Anderson shows that came before and after. Other than using Supermarionation, do any of these shows really have anything to do with Thunderbirds?
Fireball XL5, Stingray, Thunderbirds and Captain Scarlet all take place in the same fictional universe. On-screen the only explicit crossover is the Zero X Martian Exploration Vehicle, which was in Thunderbirds Are Go and then reappeared in Captain Scarlet. But in the backstory of each show they interconnect a lot, for instance Gordon Tracy once worked for the W.A.S.P.S (from Stingray).