Watched Jealous Gods, and I need to know, does this take place in the same universe as the Valhalla trilogy? Because I couldn't help but pick out a few references and nods...

Yes, there are at least two things mentioned that place it firmly in the same universe. There’s also a copy of the super-rare first edition of Valhalla in there, which means the book of Valhalla exists in its own world. 

A pity Violet couldn’t read it…