Sure. Xenogears and Xenosaga share a lot, and I mean A LOT of terminology and even plot points. It's clear that Xenosaga Episode I at one point was supposed to be a retelling of Xenogears Episode I, but since Tetsuya Takahashi and Soraya Saga didn't have the rights to Xenogears anymore, eventually the project became a complete reimagining.
In Xenosaga, the Zohar is discovered on Earth, near Lake Turkana on Kenya. Scientists immediately begin investigating the monolith and discover the usual stuff, that it was apparently as old as the universe and that it could draw immense amounts of energy, and possibly connect to a higher plane.
One of the scientists in charge of the Zohar project uses his daughter (Which is a reimagined version of Elly from Xenogears, called Nephilim) as a guinea pig in an experiment to link her with the Zohar, and thus trying to have the girl make contact with "god" (Called U-DO in Xenosaga).
Of course the experiment goes horribly wrong and Nephilim body completely vanishes, but it goes worse than that, slowly, all of Earth begins vanishing as well. It is implied that this "matter shifting" phenomenon was slow enough to allow humanity to completely abandon Earth before it completely disappeared from space. Then humanity begins their exodus in space. The region where Earth used to be is completely locked by Vector Industries' CEO, Wilhelm. In the Xenosaga universe, Earth is completely inaccessible. The way to travel to were Earth used to be is completely locked and sealed away, and the planet itself seems to no longer be there anyways (At least until the end of Xenosaga III, where it's implied that Earth, now called "Lost Jerusalem" has somehow been restored).
At the end of Xenosaga III, it's stated that the way of stopping the eventual destruction of the universe lies in Earth, "Lost Jerusalem", but once again it is left unexplained because the series just died after the third game (There were 6 games originally planed, much like Xenogears). So, in both Gears and Saga, Earth is a mythical place where something resides, but what it is is intentionally left vague.
Regarding the Blade games, the original game was originally supposed to be an entirely different franchise called Monado, but eventually changed their name to add the "Xeno" prefix. They share some visual imagery like the shape and concept of the Zohar in Xenosaga (In the shape of a cross) being reused in Blade for the Conduit. Other terms like Ether are also used, and the concepts of transhumanism and stuff like that. But Gears and Saga share the most similarities among them.