Which game picks up, where Cube Escapes ends ? I would like to resolve the cliffhanger first, before playing the others.

Order of play:

Cube Escape: Seasons

Cube Escape: The Lake 

Cube Escape: Arles 

Cube Escape: Harvey's Box

Cube Escape: Case 23

Cube Escape: The Mill 

Rusty Lake Hotel
Cube Escape: Birthday
Cube Escape: Theatre
Rusty Lake: Roots
Cube Escape: The Cave
Rusty Lake Paradise
Cube Escape: Paradox Ch. 1
Cube Escape: Paradox Ch. 2
Paradox: A Rusty Lake Film
The White Door
Samsara Room (originally not a Rusty Lake game, but has been remastered as one)

You can find almost everything on GOG and everything on Steam. You can find what's missing from GOG (Samsara Room and the two Cube Escape: Paradox chapters) on itch.io DRM-free but itch.io is missing The White Door. The Paradox short film is on YouTube and Steam but not on itch.io or GOG.

There will be another chapter coming in 2021, The Past Within, which is currently only listed on Steam.