Highlander 1986 and The Highlander series 1992

I love the film Highlander. Two sucked, three sucked less but still sucked and I never got around to watching the Tv show. So, At the end of Highlander, Connor beats The Kurgan, cuts off his head and wins the game. He gets the prize. The contest is won. The tournament is over.

I load up the first episode of of the series, and Connor shows up with another immortal and they have a fight, and Duncan is his relative and he's an immortal too. Where did all these immortals come from? Maybe it's a prequel?

But the sequel to the Highlander series is Highlander Endgame (the second best Highlander film) and in it, Connor sacrifices himself to give Duncan power to go win the contest. What the hell is happening, here?

You'd think if we were in an alternate universe they'd mention that? Say something? Give a nod? I don't know if I can wrap my head around this enough to watch the rest of the series. Did Connor win the prize or not? If he did, what's with all these other immortals? Did the game restart? Are we in another dimension where Connor never won it and had a family member named Duncan?

Why did the show not address ANY of this?
Or, if it did, please let me know!