My experience has been more from the side of having not sub-branded. I can't really say how much it's affected my sales, but I have certainly had comments and reviews that indicated that a reader had expected Something Else and was disappointed not to get it. The one that's really stood out for me is that I had a reputation for lots of kinky sex, so the less steamy stuff was considered to be a disappointment (and/or people who bought stuff labelled BDSM expecting lots of whips and chains and were disconcerted to get something that was entirely dom/sub headspace D/s). However, the other thing is that genre romance readers really, really want their HEA/HFN, and not unreasonably get grumpy if they think they've been subjected to a bait-and-switch. One would hope that people would read the blurb, but readers who inhale books often click on auto-pilot based on the author's name.

I think with your material being speculative fiction as the primary genre and other themes being what flavour of specfic it is, there's less need to differentiate and more opportunity for synergy, but I have so little feel for the specfic market these days I can't really give advice. I do know that some of the erotic romance writers feel that there can be benefits and problems whichever way you go on separate pen names for sub-genres. The general view seems to be that if you have separate pen names it's good to link them and explicitly use them as branding, unless you have good reasons to firewall them (eg children's fiction and erotica, especially if you're a teacher or living in a small twon in a conservative area).

Given how intersectional your material is, my feeling is that you'd be best off with one pen name, but at the moment it really is just a feeling based on forum discussions with other writers about the issue.