Very Little Nightmares, Little Nightmares Wiki

Very Little Nightmares is a puzzle-adventure game created for iOS and Android that was released on May 30th, 2019, by Alike Studio and Bandai Namco. Very Little Nightmares is a mobile puzzle adventure game where the user takes the control of The Girl in The Yellow Raincoat during her spiraling escape from an odd mansion. Be smart, resourceful and ready for anything while exploring every nook and cranny of the place, for even the smallest error can lead to a fatal misstep. The Girl in the Yellow

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The Girl in the Yellow Raincoat, Little Nightmares Wiki

I think I have connected ALL THE DOTS : r/LittleNightmares