The loading screen refers to Endo-1 as "him". Correct me if I'm wrong, but shouldn't an endoskeleton be gender neutral? After all, it's supposed to be able to fit into a Chica suit, as well as a Freddy suit.
Of course, masculine is the default gender in English (outside certain specific items such as ships, which are traditionally female), but given Scott's tendency to slip in extra information when you're not looking, one never knows...
The only really concrete connection World has to the rest of the FNAF series' lore are the clocks and the clock ending.
Why does Nightmare Balloon Boy have the "Mega Bite" attack? He isn't a Fredbear animatronic.
Well, Mangle has the "Hook" attack despite not having one. Plus, Nightmare Fredbear can now use Freddles like Nightmare Freddy. Also, it might be a reference to how Nightmare BB is the only canon Halloween animatronic, and thus may prove Fredbear did the Bite of '87.