1. P4G has no reference to P4A except for a single line of dialogue in its epilogue. The Arena series has been explicitly stated as the canon sequel to Persona 4 by the writers.
2. Persona Q takes place during Persona 3 and Persona 4.
Story premise here. It doesn't fit together unless memory loss is involved at the end of the game.
P4D story premise is all we know about it. They'd still be in high school by that time.
3. We don't know. In a trailer, the Persona 3 main character was apparently named "Minato Arisato", but on the official website they are referred to as the P3 Hero and the P4 Hero.
Two random things about P4A2:
1. Some have started talking about how Play-Asia has P4A2 listed for a July 2014 release and how they've marked it region locked. The date sounds about right: PQ in early June, P4A2 in late July/early August, P4D in late September/early October and Persona 5 in late November/early December. It's still just a placeholder, though. I'd rather P4A2 doesn't become the second game ever to be region locked for the PS3 next to its predecessor, but I feel like the same scenario might happen once again if the game is released close enough between Japan and NA.
2. I had never seen Shadow Yukari's vs. face before now (probably because no one uses her). One of the giddiest Shadows, for sure: