In a sense, yes, they are on the same universe with Ghost in the Shell: Arise, which is the prequel to the original Ghost in the Shell manga/movie.
The TVTropes's article (Warning, TVTropes link!) mentioned some background about it:
Pandora in the Crimson Shell: Ghost Urn (紅殻のパンドラ / Koukaku no Pandora) is a cyberpunk action comedy manga based on an unused concept of Masamune Shirow (designs of which would eventually be re-used in Ghost in the Shell: Arise).
Researching further on Japanese Wikipedia also mentioned about its relation/connection with Ghost in the Shell: Arise,
Relation with Ghost in the Shell: Arise
At the time when it was originally planned, the title was supposed to be Ghost Urn with its plot having the same background setting as Ghost in the Shell: Arise (GitS:Arise). In the original plot, Uzal Delilah (Sahar Schehera) who was supposed to be the same person with Dr. Zhinzhee Bekka Arr Thied who appeared in chapter 3 & 4 of GitS:Arise; Clarion, and BUER were supposed to appear in GitS:Arise. Moreover, GitS:Arise's character Kurtz was originally Ghost Urn's character, with Ian Kurtz as her equivalent character.
The setting took place years after Uzal and their companion moved to Cenancle Island and were living there after the incident in GitS:Arise. The illustration of the original plot that appears at the end of its tankobon not only shows Kurtz, but also cyborgs who protect Dr. Thied, Nami Hozumi, and other characters who become the model for GitS:Arise's characters.
However, Ghost Urn anime project was suspended due to various circumstances. When KADOKAWA restarted the project, this time with manga, the setting and characters were recomposed. In addition to that, the setting became pre-GitS:Arise, and characters who were supposed to be the same in both series were separated totally. Finally, the title was changed to Pandora in the Crimson Shell: Ghost Urn.