Yeah SH3 had you playing as Heather *spoiler* /Cheryl/Alessa */spoiler*, so it picked up 18 years after SH1. SH2 was a standalone story, it has no connection to either.
SH4 was the 'GT' of the SH series, they changed a lot of things (more action orientated, inventory system, first person perspective, the 'room' as the center of the game etc...) and I didn't warm to those changes.