Episode 1 - The Clowns Here Kill Part 1
Episode 7 - Funhouse
Matthew told the rest of the guests that he saw a blonde woman (Jael) and an Asian man (Ryu), and they had told him that he wasn't the first person to appear at the Church in the world between the Land of the Living and the Land of the Dead. This is a reference to The Clowns Here Kill Part 1, where Joey meets Jael and Ryu, proving his story to be true.
Episode 10 - The Carnival Master (Episode)
Ryu, Jael, and Calliope arrived a little too late to save Everlock, and had to lock it in time. While Calliope went to fend off the guardians, Ryu and Jael faced the Carnival Master. Ryu's neck was snapped, and Jael used the last of her life force to trap the Carnival Master when it was revealed that he had the life stones and could not be killed. Joey, Matt, and Nikita used the life stones and Harp of Lazarus to bring Ryu and Jael back to life so that they could defeat the Carnival Master once and for all.