I regret to admit I have never played any of their games despite having Desperados 3 on my list for a while. I feel some relief on their behalf though that their closure was evidently a deliberate choice rather than a market failure.
I'd personally recommend Shadow Tactics and Desperados III first, and Shadow Gambit only when you're still itching for more or if you just really love the ghost pirate setting. Shadow Gambit throws in some unnecessary repetition that I felt dragged the game down a bit compared to its predecessors.
Having just finished Shadow Gambit a few hours ago, I can kind of agree.
I loved it, but it did reach a point where it felt like it was going on too long and overusing some of the maps.
Regardless, if people prefer pirates over samurai/ninja or the Wild West, Shadow Gambit plays to its strengths and feels like an actual pirate game which takes a fair amount of inspiration from Ron Gilbert (of Monkey Island fame) and other swashbuckling adventures, which works out pretty nicely.
Quirky crew, pretty lighthearted, and doesn't take itself all that seriously for the most part.
It's fun, but can maybe overstay its welcome for some people. Best to play it over several sessions instead of diving into everything and rushing it, otherwise it's going to feel a bit tedious.
After the several hours I spent on the final mission (which I mostly enjoyed, but for a few frustrating moments), I definitely feel I need a well-deserved break. I'll get to the post-game later, which I actually do want to do at some point.
(And for the DLC, playing Shadow Tactics first and then playing the Yuki DLC for Gambit after is the best way to experience her character arc as well. I mean, it's not super necessary, since she works fine standalone. But the relationship between her and Kuma is much sweeter once you know how it came about.)