Fate/stay night and related fandoms are all part of the Nasuverse, which operates much like the Marvel multiverse, in that different permutations are canonically accessible from other parts of the multiverse and there's an actual sequence to most of the pieces that are supposedly in continuity with each other, even while breaking continuity and handwaving it as alternate dimensions. The way it's setup, different versions of the same character can be summoned to coexist with each other. Saying some characters are from Fate/Zero or FSN or UBW or the Case Files or Strange Fake is much like identifying a single run of comics within the larger continuity of Marvel Comics.

Also, I don't care which timeline of Marvel's multiverse Loki comes from. Are you referring to movieverse vs. comics?