They'd possibly count as... a sub-canon, if you will? Not part of the main canon, but within their own story that draws from the main one, they are canonical.

Like if you had a series called something like 'Angels of Starlight' or something (I'm just making up names on the spot to be general without having to be as vague) and it had a videogame where the Starlight protagonist has a twin sister called... Nova...

The videogame is declared noncanon.
Nova is not part of 'Angels of Starlight' canon, but still sort of related to it.
She is however part of the canon for the 'Starlight War' videogame that featured her.

So in an 'Angels of Starlight' fic featuring her, she is quite possibly to be considered a crossover character.

Canon Discontinuity means the creators themselves have said the thing isn't canon. The thing has been written out of canon entirely, and no longer affects it, so if the character themself is Canon Discontinuity or only appears in a work that is, I'd think they themselves aren't canon.