How is Dark Messiah connected to Heroes of Might and Magic?

There's something like that... But I personally think that the Nival Interactive team just messed things up themselves. They lost a lot of cutscenes in the game, missed some details, and generally didn't connect the Might & Magic storyline with Heroes of Might and Magic V because they were too lazy. That's how this mess came about. Now, we can only guess what's happening in the gaps in Ashan's history.