I have Escape the Underdark, and (as far as I can tell) it is based on Out of the Abyss. I also have To Catch a Thief, but it seems to share little with Waterdeep: Dragon Heist other than the setting. I saw A Tale of Two Fishies on Dungeon Masters Guild, but I don't have it myself. Is To Catch a Thief actually based on this latter adventure?
The DM's Guild module you've linked to is neither an official product, nor is it written by the same person.
The Endless Quest books are official Wizards of the Coast products, with the two you've linked and a handful of others in the current run written by Matt Forbeck. They have thematic ties to WotC's hardcover adventure releases, but not necessarily strong plot ties.
In fact, the ones you've linked are only the most recent incarnation of Endless Quest. A much earlier series was written for TSR, starting with Dungeon of Dread by Rose Estes in 1982. There were nearly 50 books in this series - 36 released in the '80s and 11 released in the '90s (with two unreleased), though they weren't all D&D based.