I have made note once or twice that these books do not have to be read in any particular order, because they’re mostly tied together by the fact that they take place in the same ‘verse, instead of being tied together by sequential events. That’s no longer quite as accurate as it once was. The Sparrow’s Fall is coming along, but it’s also coming along rather long, and I’m pretty sure it will have to be split into two volumes. At least two. And Mora in the Mists may be its own story, but both it and Sparrow’s Fall lead into Threshold, which is completely dependent on the events of the other two.
(And if this makes no sense at all, feel free to ignore it, or check out the list to get a feel for what the plan will ultimately be.)
Of course the whole story is still dependent on reading all the books, but it’s starting to look like the Books of the Veil, at least, will have to be read in a pretty specific order.
The Books of Blood are grouped together because they’re all origin stories, but each can stand on its own.
The Wailing and In the Shadow of the Mountains can be taken in whatever order, because they’re both singles. Both contribute to Daniel’s story, and ItSotM gives a short introduction to Hugo, Sebastian, and Aaron, who will all be appearing again. (The Wailing isn’t actually a single, but the other novelettes that will eventually join it also don’t depend on being read in order.)
So actually, I suppose, they can be read in any order, with the exception of the Books of the Veil, which should go something like:
The Sparrow’s Fall (1&2 or however many)
The Mora in the Mists (which doesn’t connect directly to Sparrow’s Fall and so can be read before or after, so long as it’s before Threshold)
Threshold (which ties the other two together and finishes them off)
Anyway, the “in any order” thing no longer stands for the entire series, because the entire series is composed of multiple stories with interweaving threads, but some of those threads have a definite sequence. Wibbley-wobbley, timey-wimey.