Gekiganger 3/WMG

Okay, this is how the Mutually Fictional works out.
There are two choices, depending on which of them is the "real world".

Option One: Nadesico is "real", Gekiganger is fictional
 * Okay, so we know that Gekiganger 3 was made prior to Nadesico's plotline, so the only thing we need to explain here is how the Gekiganger pilots can be fans of Nadesico, which seems to be airing concurrently with the events of Gekiganger. The answer? Nagare Akatsuki is a fan of Gekiganger (or, more likely, is a former fan; that would explain his constant taunting of Akito) and used the mentions of Nadesico as the foundations for Nergal's battleship.

Option Two: The inverse is true
 * Nadesico airs during the events of Gekiganger; the producers slipped in all of the references to Gekiganger as a tip of the hat to the giant robot defending Earth.

Joe Umitsubame came back to life because of the existence of Martian Successor Nadesico.
Episode 2 of Nadesico shows Akito and Gai watching Joe's death scene. But in episode 14 of Nadesico, Joe is still alive while watching episode 14. This must mean that the Nadesico writers in Gekiganger's world decided to have Joe die in the Show Within a Show while he was still alive in reality! The Gekiganger team must have complained to Xebec about this, so near the end of the show they decided to refer to Joe coming back to life... and through the magic of anime, it actually happened. It would be a neat reversal: in Nadesico, anime causes a lot of the problems in the series, whereas in Gekiganger, it saves the world.