It's different from Drake's other works in that he doesn't ever return to the setting or the specific characters, but if you enjoy the writing style and the characterization then those are pretty consistent. The collection "Night And Demons" skews more towards the horror and occult side than mil-sf or fantasy; although there is, given the author's personal history, still plenty of military references and militarism in the stories. Oh, and this is interesting! https://www.baen.com/virgin_of_hertogenbosch

In fact, Weird Fiction fans might have some fun spotting the references in Drake's work, because he was a huge Forteana fan and likes to throw it into his stuff. There's one book that is "The Argonautica x Ong's Hat, in space"...

As with much else of Drake's work, "Old Nathan" is one part pastiche and one part fanfic. You've mentioned Manly Wade Wellman; these stories were, according to Drake's comments, written as tribute to Wellman's "John The Balladeer" (http://david-drake.com/2000/old-nathan/) There's also an older sci-fi short, "Thy Rocks And Rills", which is probably much more the direct inspiration for Old Nathan than the Wellman stories. It was reprinted in Drake's project "The World Turned Upside Down", a collection edited by Drake and several other Baen writers with the theme of works that had influenced them as writers. (https://www.baen.com/Chapters/0743498747/0743498747___7.htm)