The Emperor’s Soul is set on Sel, the world of Elantris. It’s far off, though, so you have to have your eyes open to catch the clues. Hoid shows up in a deleted scene, and is referenced in the story.
The Emperor’s Soul is set after Elantris but not so far that the characters from Elantris would not still be around
Fjorden was aware of the Rose Empire, but doesn’t consider the location to be holy, so they didn’t really care that much about it. There is also no easy natural way to travel between the two though if you remember, Shai did run into the Fjordell ambassador.
The fun about that is that you should go look at the map commissioned, the one Isaac drew, that’s done by the Derethi and see how they view the Rose Empire and where they put it on their map. You’ll eventually get a map of the whole world, and let’s just say they don’t have a really accurate representation of the world and their place in it–as was very common for a lot of early societies. Early European maps are hilarious.