Kick-Ass (comics)/WMG

The comic takes place in the same world as Wanted
Dave flat-out asks where all the superheroes are and why no one has ever done what he has before...and even he and Hit-Girl both hang up the tights by the end. Maybe the Fraternity's control is stretched so thin by present day that even though they're able to squelch him and Hit-Girl, they aren't able to keep the new rise of the superheroes under wraps once Kick-Ass accidentally gets the ball rolling?

Insect-Man is actually Red Mist in disguise.
He just describes himself as 'a policeman who couldn't work within the system', whereas all the other members of Justice Forever go into detail about their dark origins. Also, he's seen carrying a baseball bat, just like Red Mist did in issue 1 of Kick-Ass 2.

Red-Mist will escape
Word of God stated that the series will be a trilogy (That is, unless the Hit Girl spin-off is the third chapter). My theory is that Chris will escape at the last minute, leading to part 3. Dave will live with his relatives like he planned, but to train for the day he and Chris can fight again.