[@KoL][quote]HSs itself can be related to some degree (as certain legends imply this) but if the legends itself don't mention it, it shouldn't work in world.[/quote]

You seem to be inventing this rule. People in general recognize patterns very quickly. I dont see why a Heroic Spirit would not be able to sense such similarity, especially when, as you said certain legends imply it. 

If its noted as something that exists for certain legends then a similar trend should be observed in all others when the correct conditions appear. Why would it randomly happen in one case but then not another?

I dont see what being a real vs fictional character has to do with relations between legends. People note such connections in real life all the time, especially between historic figures who grew up under certain circumstances, or were driven by similar causes. 

[@VitaVitaAR] All heroic Spirits so far are implied to have been real people within the Fate world aside from a few notable exceptions. Again I dont see what this has to do with anything I have proposed.