A non-exhaustive list …

anthology novel

cluster stories

composite

composite novel

genre of return

hybrid novel

integrated collection of short stories

integrated short story collection

interconnected short stories

interconnected stories

interrelated short stories

interrelated stories

linked short story collection

linked story collection

looseleaf novel

macro text

modernist grotesque

multi-faceted novel

narrative of community

novel-in-stories

novel in mosaic

novel in stories

novel of interrelated stories

paranovel

related short fictions

related sketches

rovelle

short story sequence

short story composite

short story compound

short story volume

story chronicle

story cycle

story novel

unified volume of stories