I just notice something about these three and no it's not that they look exactly alike, rather, their "shared" character in particular shares traits with most of the characters of Kingdom Hearts, like both Sora and Master Xehanort for example, since all 3 characters have multiple incarnations of themseleves, know what i mean?

well MX has so far 12 incarnations and sora 3 so yes, i think i got it.

Jellal and Siegrain is the same person. Mystogan is King Jellal from Edolas.

As King Demise pointed out, Jellal and Siegrain and the same person, since he cloned himself. And I really don't think there's any KH connection, as cool as that might be.