The fact that someone new to the series can't jump into any game in any order makes it convoluted
If I remember:
Sky TC is fairly standalone IF you don't visit the doors (due to a LOT of covering of events from before/after FC/SC).
Sky SC is a direct hours-after sequal of FC due to a cliffhanger they had to write into the game due to shareholders.
Cannot speak for Azure vs Zero. But pretty sure Azure ties into the ending of Zero a bit heavily so ofc can't start Azure.
CS1/3 both can exist fairly standalone.
CS2/4 both presume you've played at least CS1/3 respectively as they basically start with plots running off cliffhangers.
And CS as a whole can be played without Sky/Zero+Azure, but doing so fills in a LOT of details/information that provides far more depth.
Hajimari's the only one that more or less wants you to have played the whole series but that's because it's a giant wrapup to the entire plots started in FC (although it focuses mostly Zero/Azure and CS).
If your idea of a 'convoluted' story is that you can't begin the story at
any point, then, I say this with full intent to snark, I feel sorry for your English teachers since you kept wanting to skip the first 2 books of the "The Lord of the Rings Trilogy" (Sky/Zero+Azure), and then start on chapter 4 (not even Chapter 1, but Chapter
4) of "Return of the King", in terms of comparison (roughly starting on CS2) and expect to understand the plot.
There's a reason each series (sans Zero/Azure, but there's a reason for those names for that duology) has Numbers/'chapters' in their title. If you're intentionally starting on Cold Steel 2 or Sky SC and calling the story 'convoluted', again, I feel bad for your English teachers since you expect to skip chapters of one massive cohesive story and understand what's going on and a lot of missing character development. If you're starting at the start of any arc, they explain just enough to cover the events of the prior arcs without glossing their entire plots.
The only convoluted parts of Trails are understanding the Society's plans (which let's be real, we STILL don't understand the Society's true goals
after 10 games in), how all plots/events lead to CS4 (which isn't even necessary to grasp to enjoy CS4), and arguably the small side story material from two manga that aren't even necessary to enjoy small subplots of CS3/4.
So no, it's not that it's convoluted, you simply think #s are for show, may I suggest you get out of Final Fantasy and Dragon Quest that use #s to explain how many mainline titles they have? Cognition bias due to weird decisions tends to lead to self-generated convolution.