Even though the former came first, lyrically it feels like the sequel or the next part of the story of the latter. Based on what I think the songs are about: A Darker Forest is about reliving your past mistakes or facing troubles going forward that are worse than the past ones one has seen, them being the darker forest. The last line having 'we' implies there is someone else with the singer. As He Climbed the Dark Mountain comes as a continuation in the sense that the singer writes about how the person who was stuck in this with him couldn't hold on anymore and gave up. Visually, two people stuck in a forest, trying to find a way out but the forest keeps getting denser. One gives up and jumps from a mountain in there.