Harald is connected to Shamrock through Sommers asking if Shamrock was going to visit Harald's Grave.
I think Shamrock went after Loki because A: He knew from Harald how strong he was, and B: Shamrock low-key hates Loki for killing his friend Harald.
Kaido is Harald's son, and was meant to become a God's Knight after the WG kidnapped him. He got lost, and ended up in Vodka Kingdom somehow. The WG eventually finds out about him in Vodka, and realizes, "Oh, fuck, it's Harald's kid... go pick him up." Hence the Vodka Kingdom Reverie invite out of fucking nowhere for one random kid in their country:
Did Harald meet Kaido, tho? Kaido should have gone to Elbaph at some point, man can literally fly. Did Kaido meet Loki? They had to have, right?
The God's Knights kidnapping Elbaph children is foreshadowing that the WG kidnapped Kaido and used him to blackmail Harald. The other Giants wouldn't help because Kaido's mother isn't a Giant.
Kaido was the first child of Elbaph the God's Knight kidnapped.
...Maybe it was Garling's Dad?