I wonder why they didn't list them all together?, Is it because it's Anthology?
https://www.mangago.zone/read-manga/the_most_heretical_last_boss_queen_who_will_become_the_source_of_tragedy_will_devote_herself_for_the_sake_of_the_people_comic_anthology/
https://www.mangago.zone/read-manga/the_most_heretical_last_boss_queen_who_will_become_the_source_of_tragedy_will_devote_herself_for_the_sake_of_the_people_the_savior_s_pride/
The Lastame anthology was pure oneshots and OVA material. But these 13 chapters aren't connected to the main story. Only Bunko Matsuura's The Most Heretical Last Boss Queen and Akiko Kawano's The Most Heretical Last Boss Queen From Villainess to Savior ~To The Savior~ and ~The Savior's Pride~
Because the Anthology contains from different fanartists, like a doujinshi short comic.

So there's a sequel of this one.
Related Series:
Higeki no Genkyou to Naru Saikyou Gedou Last Boss Joou wa Tami no Tame ni Tsukushimasu. (Novel) (Adapted From)
Higeki no Genkyou to Naru Saikyou Gedou Last Boss Joou wa Tami no Tame ni Tsukushimasu. To the Savior (Prequel)