I just realized I forgot all about Never Enough (can you blame me). I'll have to check that one for connections too.
TROAE is an obvious one with the piano outro section, as is TALW with the strings melody quoting the same melody. The slightly less obvious ones are Panic Attack and I Walk Beside You, which I don't see mentioned much if at all. Both of them also use variations of that main melody section (the one that is introduced at 3:50 in Octavarium, since it has a few).
The second half of IWBY's chorus utilizes the chord progression and partial melody of the second half of the Octavarium melody, with the chord progression of 1, 6m, 6M, 4, which is unique in its use of both the major and minor 6th notes. The first part of the melody over that section ("through all that may come....."), is following the same basic descending line of 5 3M 2 1 that the Octavarium melody does, although it keeps to major rather than alternating to the minor variant (Octavarium plays both major and minor key variants of that basic 4 note melody in alternating bars).
Panic Attack also references this same section for its pre-chorus. The first time we hear the full 8 bar pre-chorus, each bar follows the basic chord progression of 1, 1, 1, 1 / 1, 6m, 6M (last bar is the fill so I can't establish a root note here), virtually identical to the chord progression used during the Medicate chorus, which is 1, 1, 1, 1 / 1, 6m, 6M, 4. The keyboard melody played over the pre-chorus also starts with the familiar line of 5 3m 2 1, but in this case sticking purely to the minor key variation rather than beginning with the major variant, and then varies the melody in different ways to Octavarium, but using the same general pattern.
That leaves These Walls, Never Enough and Sacrificed Sons that I haven't found any link in yet. Maybe there isn't one at all, but I wouldn't be surprised if DT made sure to include some subtle reference given how much effort was put into the overall package.