Let's analyze how Link travels to each world:
Hyrule →
Termina = Trans-dimensional rift in the Lost Woods
Hyrule →
Holodrum = Triforce warps him there
Hyrule →
Labrynna = Triforce warps him there
Holodrum/
Labrynna →
Holodrum/
Labrynna = By boat
Hyrule (Great Sea) →
Cobble Kingdom (Great Sea) = By boat
Cobble Kingdom (Great Sea) →
Lokomo Kingdom = By boat
Now let's not assume that the Cobble Kingdom and/or Lokomo Kingdom are in any way related to Holodrum and Labrynna. There is absolutely no evidence suggesting this. As for whether or not they exist in the same dimensional plane as Hyrule is still up in the air. Firstly, both lands possess inhabitants encountered in Hyrule and Termina (and including
Syrup the witch, Koholint Island as well) spanning ALttP, OoT, and MM. Syrup is an interesting example because she appears in ALttP, LA, OoS/OoA, and TMC. Because she appears in the dreamworld island that LA takes place on, it was originally inferred that Link re-encountered her (in his dream) because he had first met her during ALttP, as was the case of Maron being Zelda, Taron being Link's Uncle, etc.
I'd also like to note that PH was created by a lot of veteran Zelda developers, most of which worked on ALttP. Miyamoto personally selected ALttP devs to create PH because he wanted a similar experience (in some regards). Seeing as how PH also ended in a time-standing-still dreamlike experience with the awakening of a whale (as with LA), it can be inferred that PH was created as a spiritual successor to LA, just as WW is a spiritual successor to ALttP (because before WW, ALttP was 100% the distant sequel to the Adult ending of OoT).
I'd like to make some commentary now about the developmental process of the series and in particular, its timeline and the concepts behind some of the games' creation. The Legend of Zelda was first created to flesh out a fantasy based on Miyamoto's personal experiences exploring the vast gardens and forests surrounding his childhood home. As an adolescent kid, you
would imagine creatures around every corner when you're alone, without a parent to watch over you. You may stumble upon a shrine dedicated to the ancestors of your family, and thus feel and imagine that the spirit of a grandfather of yours hands you a sword to protect yourself. And with that, you feel safer. Not invulnerable, but able to now fend for yourself rather than constantly running from the figments of your imagination. As you think more about what kind of creatures you 'encounter', you begin to think about their origins, and just as we often assert our own origin to a creator of divinely sort, these creatures (the Moblins particularly) must have a leader or creator. That is Ganon. Take these childhood adventures to the drawing boards and you've a whole spectrum of fantasy to create from.
.....
I have to work on a big art project now, so I hope to get back to this later on.
To be continued.