I also loved The Baroque Cycle, and Mongoliad (which also, now that I think of it, features that immortal mystic). It's hard to explain the connection with Anathem without too many spoilers. So I'll just note that Earth does explicitly exist in the Anathem universe.
Oh, I've read both Anathem and Seveneves, and while I appreciate that Earth is referenced in the former, I don't recall anything that felt like it may connect (no hint of a multiverse in Seveneves, f.e.).
I think I read some interview with Neal a while back where he said he hadn't considered writing anything else in the same universe as Seveneves, but if there was interest, he may come up with something. Obviously there's quite a few ways such a follow-up could go.
Probably time, and a good excuse, to re-read Anathem.
Many of Stephenson's books have some hint of Purpose to them. Either the characters are working towards their own purpose a la Avi and HEAP + Crypt or are being guided by people with a purpose like Fraa Erasmas in Anathem or Hacksworth in Diamond Age.
