Loki Connects to Daredevil and Agents of S.H.I.E.L.D., Here's How Loki Connects to Daredevil and Agents of S.H.I.E.L.D., Here's How Loki episode 2 reminds us all of one particular MCU fact: It's all happening in the same shared universe. Daredevil or Agents of S.H.I.E.L.D or even Cloak & Dagger exist within the same shared universe. A reference made in the second episode of Loki reminded viewers of just how connected everything is in the Marvel Cinematic Universe. How, you ask? Quite simply, refer to Roxxcart. Please also note potential spoilers for Loki episode 2 in this article, so read on at your own risk!