Expanded Universe

Expanded Universe (EU) content is that which is canonical to the Sorrowverse (written by the author and/or deduced by readers and confirmed by the author in writing to be true), but not stated expressly in any of the published works within the core Legacy of Sorrow 4-volume series. An example of this would be the majority of the epilogues section of the Legacy of Sorrow wiki (and much of the Wiki itself), which details events past the end of Despair, but are not written in any of the four Legacy of Sorrow volumes. Another example of Expanded Universe content would be the author-proposed (unconfirmed) Legacy's Shadows entry, the Legends of Sorrow comic book series, or any material that has yet to be announced, such as graphic novels, short stories, or unpublished material. 
EU content would not include any new series taking place in the Sorrowverse, unique spinoffs, or creative interpretations (fanfics, fan art, etc). These would either be non-canonical or part of the core Sorrowverse and its timeline as a continuation, dependent on licensing and authorship. The Starlight Trilogy, for example, plans to continue the Sorrowverse across the Starlight phase and forward from the original series. 
Any official material within the Expanded Universe would likely have the general naming convention " [Title]: A Legacy of Sorrow [media] ".