What is the relationship between A Colder War and the Laundry Series?

Question

The novella A Colder War by Charles Stross seems thematically quite similar to his Laundry series (cold war + Cthulhu and Lovecraftian spy thriller, respectively). Are they supposed to belong to the same universe? Alternate histories of the same universe? Or are they independent? The ending of A Colder War seems to suggest that some or all of what has happened is

A simulation created by Cthulhu to torment the protagonist.

Which leaves the state of the world ambiguous, especially as to its compatibility with the Laundry novels.

Answer 1

Charles Stross's afterword to the story in his collection Wireless states that 'A Colder War' was written well before 'The Atrocity Archive', which is unrelated, but explores similar themes:

A couple of years later, some of the questions raised by this story came back to haunt me in a different context as I began writing “The Atrocity Archive.” But I can’t maintain that level of existential bleakness at greater length (which is probably a good thing) …

A recent interview in Lightspeed magazine goes into much more detail regarding the development of 'A Colder War' and the adaption of the themes for the Laundry series.