Respectfully, there isn't really any connection between Sinist3r, Surr3al, and Oddfellow other than they're mascot characters for a Halloween event. They may eventually do another "icons" house that incorporates those characters, but there's no tangible evidence -- even in the loriest of lore -- that they're trying to build connections between the latest ones. Sure, there's occasional use of and reference to totems, but they've been referenced totems since 2010 when they introduced FEAR. And yes, they both reference fear, because they're... at a Halloween event, and it makes for easy copy.
Again, not trying to yuck anyone's yum when it comes to digging into fun HHN lore. I've been there. But I think you're looking for depth that just isn't there.