The big dark stain on the rightmost panel in the middle row is a shadow from an Anchor that's right next to that panel in-game. It does make it hard to see how that panel connects to the one to the left of it.

Oh, when I look at it closer, I suppose you're right. There are a few connections that look kind of spotty (e.g. the big dark stain on middle-right) but I suppose some of the connections do look a bit too convenient to be coincidence.

@Grim It is a little difficult to see because of the uneven lighting and the gaps caused by the imperfect cropping, but it definitely looks to me like the color splotches connect across canvas edges, like each canvas is a piece of the larger image.

Combining them all like this is a really interesting way to look at it! It occurs to me when it's laid out like this though that it isn't so much a matter of the paintings all being connected, but just that the big black square/intersection square serves as an indicator of the painting's "index", with first being top left, 2nd being top row 2nd column, etc etc. Then the green square is obviously the peg you need to light up at that point of the sequence.

Ultimately it's the same logic used in the guide you commented on, just expressed in a much less convoluted way lol