The first animated Garo series, Honoo no Kokuin is set in some sort of medieval Iberian-looking place. The second animated series, Guren no Tsuki, is set in c. 10th-century mid-late Heian Japan. (We can pinpoint this fairly well, since one of the nobles in the palace in episode 1 is identified as real-life person Fujiwara no Michinaga, who lived c. 966-1028 CE).
Now, there's likely going to be no overlap of characters (aside from non-humans like Zaruba and Garm), since these two shows appear to be far apart in time (I'd peg Honoo no Kokuin as being closer to the 14th century or so). But, in the first place, are these two series even set in the same continuity?
(If so, that would mean that Raikou would have to be some distant relative of León, which would be quite an interesting state of affairs.)