Six is a Time Lord
It's right in the name! Plus, Six travels the universe with a companion and has had at least one previous, fairly different personality, in a way. Heaven's Vault shares a universe with Sable
This is just going off the trailer and the first bits of gameplay of the latter for now, but... Sable is set in either Heaven's Vault's past or future. People use stones that store energy to defy gravity, some of the rock formations in the starting area aren't too different from those at the crash site of the Heaven's Vault...