Exegol already seems to be caught in a constant thunderstorm until Palpatine is vanquished, if someone could make a convincing edit of rain pouring down as Kylo first enters the Sith Citadel the connection would be settled. Otherwise it still works since there’s still a storm in the background and as Kylo enters the planet.

Another thing, maybe you could hide the face of the random dude Kylo impales in the vision, and mute his voice. That way, because of the shape of his helmet, he could pass off as a memeber of the Alazmec cultists on Mustafar. The overhead shot in the vision with Kylo surrounded by dead people is very similar to the shot on Mustafar after the battle is over. Also on that same shot, for a brief moment after a lightning strike, you can see the silhouette of a building far in the background that was never explained (or maybe it’s supposed to be Luke’s Temple, it’s not clear), that could be replaced with a silhouette of the Sith Citadel. Then it could be rationalized as the vision taking place in the middle of the storm with the Citadel in the background, while in TRoS we’re at the Citadel with the thunderstorm in the background.

The vision could now be interpreted as an amalgamation of Kylo searching for and finding Exegol, reuniting with the Knights of Ren, and hunting after Rey. Paired with Palpatine saying “it is unavoidable… it is your destiny”.