Vertigo isn't really a different universe, it was spawned from the original DC universe, so they've always been connected, they just don't tend to "interact" much with one another aside from brief cross overs, Morpheus/Dream being the one who imprisoned Starro way back when, Constantine bouncing back and forth between his Hellblazer series and other comic runs as well.  The fact that they're connected isn't really<em>that</em>complex, it's figuring out all the weird multiverse implications, and which things are canonical.  Constantine, for example, has outwitted "Lucifer" on a couple of occasions--but it's not really clear who it really was, or how it connected to Lucifer's brief comic run, if at all.<br/><br/>If anything, in my opinion, the existence of the continuity in Vertigo makes things<em>easier</em>to explain, because there can be multiple hells--something that's described a couple of times in the Sandman series.  Lucifer's hell is just one of many possible destinations of the afterlife, Trigon's "hell" (or whatever you want to call it) could be another.  Lucifer's obviously conforms to more Abrahamic traditions, whereas Trigon's could diverge in various ways.  Similarly there's different heavens as well.  The "multiverse" tends to refer to different parallel dimensions (Earth 1, Earth 2, etc...) whereas these realms seem to transcend those to a degree--the recent Dark Nights: Metal arc also implied that there was an infinite number of these alternate "dark" realities whereas the traditional multiverse realities had a discrete number.<br/><br/>Just some rambly thoughts from me.<br/><br/>I'll get a Super-Girl post up probably tomorrow for you all!  :)