Parker and Mackenzie were best-friends since Nolan's Party. They were both accused of killing him.
Caitlin makes a cameo appearance in the Pretty Little Liars series in Toxic, where she attends an anti-bullying seminar planned by Spencer Hastings. She mentions her brother's suicide. Caitlin reminds Spencer of Emily. It seems since Sara was developing The Perfectionists at that time of when the penultimate book was released that they share the same universe.