The link between the 1st and 2nd series is Tommy Hunter. He was the gangster that Gates (Lennie James) was working for (under duress). Gates is the police officer under investigation in the 1st series. Dot is Tommy's inside man aka The Caddy because he used to caddy for Tommy as a teenager. Dot told Tommy how to avoid getting arrested and it involved him turning informer. The way things turned out, Tommy's evidence was never used.
At the start of the 2nd series, we see Tommy being moved to a new safe location and Denton (Keeley Hawes) in the lead car taking a diversion from the agreed route. The two cars are then ambushed, leaving Denton as the only survivor. Denton is the police officer under investigation in the 2nd series. She is found guilty of conspiracy to murder and sentenced to life imprisonment. Dot gets seconded to AC12 in the 2nd series and the fox is in the hen house. The secondment is made permanent at the end of the series. The fox now lives in the hen house. Dot masterminded the murder of Tommy and his minder police officer Jayne Akers.
So now in series 3, we see Denton appealing against her sentence and Tommy's name on Danny's list. All 3 series are linked. It is confusing, so hope this helps.
PS Anybody who thinks Denton is innocent should remember what she did to the Asian police officer in the car park when she was on the run. I've heard of road rage, but this was way beyond that. 