I know there's no official clarification, but every Scenario tells a coherent story, except may be Gedyneith, which is just a bunch of Druids taking shrooms to get high. Below are my take.
(Prologue) – You visit a Ball organized by Van Moorlehem family, and find out they are all Vampires!
(Chapter 1&2) – You flee the scene as Van Moorlehem send their assassins to silence you, you managed to avoid the first, but the second assassin got you.
(Prologue) – The attacking army setup Trebuchet from a safe distance of the castle.
(Chapter 1) – The army approaches the castle, and they bring out the Battering Ram to knock open the gate.
(Chapter 2) – The castle falls under the heavy bombardment of enemy siege.
(Prologue) – A girl was awakened at night by the screech of a banshee, who's right next to her bed!
(Chapter 1) – Terrified, the girl fled her house. As she stumbles in the dark, she ran into a pack of Barghest, and was chased down and killed.
(Chapter 2) – The spirit of the girl raises up as a Night Wraith, and haunts the field she died in.
(Prologue) – Commando hides in nearby bushes as their target approach.
(Chapter 1&2) – As the caravan gets close and its unsuspecting guard trying to inspect the "Corpses", the elves came to life and attack the surprised caravan.
(Prologue) – The Peaches hang outside the brothel trying to bring in customers.
(Chapter 1) – The customer pays the money.
(Chapter 2) – Do the thing!