Alan wake and Control are definitely set in the same universe. There's hints troughout the game, with the events in Bright Falls being named as an example of an AWE the bureau contains.
The best one, though, is near the end of the game. You receive a cassette player with a song on it: Old Gods of Asgard singing about the events of the game.
Hell, AW's AN, the Old Gods mention "it will happen again in a town called Ordinary". The moment Jesse revealed that's where she came from, it was confirmed for me.
QB is more difficult, since it deals with the literal end of time. I haven't found any reference to it.
Yeah the poets of the fall singing is anotehr great hint.
Found more: https://www.gamesradar.com/control-easter-eggs-alan-wake/
I need to replay Alan Wake.