Connection between Heroes of Might and Magic II and III.

I decided to play through Heroes of Might and Magic I to IV, and I want to fully understand the story. I've already finished the first game and the main campaign of the second game (where the brothers are at war). I've started the third game, but I have a lot of questions. As I understand it, Roland has a wife. Is there any backstory about how they met and got married? This woman mentioned some kind of rebellion by Regna. Who is she? She sailed from Enroth to Erathia. Are these two different continents? What happened to Roland and his son Nicholas (or will I find out about this as I progress through the story of the third game)? And is there a connection between the expansion for the second game, The Price of Loyalty, and the third game?