Hello there,
1st - So what exactly is the Grimdark Verse?
The Grimdark Verse is a trio of interconnected novels that are connected with each other in one way or another. All three novels would influence each other in one way or another.
2nd - What is the part of the Grimdark Verse?
RWBY: Grimdark World of Bloody Evolution
Campione: Grimdark World of Last Embryo
DxD: Grimdark World of Forgotten Realms
3rd - Why the Grimdark?
Every single novel that is written in this style would focus on the Grimdark Genre primarily, and then on other darker themes individually. Campione Part will focus on Apocalypse and themes of cruelty, depravity, and all of that shit, RWBY will focus on the futility of survival and struggle against fate, and DxD will focus on more traditional "Might Makes Right" and war / conquest.
4th - Where are they taking place?
Each Grimdark Novel takes place in a place called "Realm" and each Realm is separated from each other by the Primordial Void or Prime Nothingness, while they are also encased by an impregnable Crystal Realm-Boundary Barrier.
Forgotten Realms for the DxD
Remnant Realms for the RWBY
Great Dark Beyond Realms / Outer Realms for the Campione
5th - Is it needed to read all three novels?
Technically, yes, because there would be easter eggs and lore explanations hidden in one novel for another novel. Without reading all three works, there would be some really serious plot holes when reading only one novel at a time.
6th - Where can you read it?
Patreon, Webnovel, Questionable Questing... check out my Profiles and links.