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I don't recall them being referenced in a Vertigo series, but they're definitely parts of JMD's, as he wrote Adventures of Superman #582/#583, which were parts of the Emperor Joker arc, and, as such feature Mxy and Emperor Joker. I'd also figure we'd treat the rest of the arc as part of JMD's cosmology, as, despite not being written by him, they tie-in, similar to how we count Starlin's DOTNG for the Final Crisis cosmology.