In requirement for Fate/Stay Night: Winner's Self-Cultivation event, Fate/Stay Night collab misssion is listed as a part of Trailblaze Continuance, thus makes it canon in HSR lore

Honkai: Star Rail is a strategy-RPG title in the Honkai series that takes players on a cosmic adventure across the stars. Hop aboard the Astral Express and experience the galaxy's infinite wonders on this journey filled with adventure and thrill.