So far, those movies haven't really mattered. The one thing that sort of did: In Detonation, Nanoha tanked a shot and lost an eye and hand, which were promptly replaced by Eltrian nanotech. Also she was using "Formula", some Eltrian "I can't believe it's not magic". I think in the manga climax there's a bit of glow where Nanoha invokes Formula for a powerup.
This eye/hand injury probably replaces the one alluded to in StrikerS, where she got crippled and needed a ton of therapy just to walk again. Except, that injury was from being a dumbass and overworking herself, while this injury was a legit Heroic Sacrifice, that didn't involve much sacrifice in the end.
So far there's no indication that anything else from the movies will matter. But as the initial comic indicated, the girls are 13, vs. 19 in StrikerS. Hayate looks older because she's abusing "Adult Form" magic to get respected by clueless locals.