I am about to buy ToA: Seasons of the Wolf and I was just wondering if there are any crossovers or at least hints to Loren: The Amazon Princess or if they just share one world...?

I can definitely confirm there are crossovers/references to Loren as well.

At least one gladiator character from Loren made a brief appearance

Yes there are several. I recommend doing one of Ninim sidequest to discover a secret "formula" by Draco