So I was going through the Hololive Alternative PV with a fine-toothed comb, looking for details frame by frame, and I noticed one thing in particular. The cross-shaped structure that Sora is standing near in the final scene is also reflected in a window during Matsuri's scene. The rest of them have very little, if anything at all, to connect them, with a few exceptions:
Flare and Noel (and Coco :P) are in some sort of glacial area.
Ayame and Mio/Fubuki are in a setting with a traditional Japanese aesthetic.
And lastly the modern city locations in Sora's first scene, along with Matsuri's aforementioned scene and the Okayu/Korone one after it, and potentially Miko's, judging by the big screen behind her.
I can't find anything clearly linking Shion, Marine, Aqua, Choco, Kanata, Pekora, Fubuki's brief second appearance, or Roboco's, uh... eye.
Obviously none of this necessarily means anything other than "the animators liked it", since we don't even know exactly what this whole thing is going to amount to. My (tenuous) understanding is that this whole thing is more like an "idea" to be expanded upon by whoever they hire to do so, though, so I thought it might be fun to see what things could be used in some way or other.
Also Pekora's bunnies are floofy, which is pretty cute.