Jon here. I write a good chunk of the lore / world building for Scythe. I'm not sure on the story of FNAF, never played any of those games. Does it have really in-depth stuff?
Scythe Saga has lots of different pockets. We're in the process of constructing a WIKI, which will naturally make things much easier to follow. I will say this - not all of the games are INTIMATELY tied together, while some have a direct arc throughout. Stay tuned for the WIKI! Check out all the games, come back and TELL US if the story makes sense, we'd love to know from an outside perspective!
Cheers,
Scythe Dev Team