The key issue in both of these is in regard to a historical shift away from Metaphysics toward another basis for human existence, mediated for the time being by Philosophical Nihilism.
In Human all Too Human, Idealism, in all of its manifestations, is considered and toppled. In TSZ, Nietzsche outlines what he thought would be a new experience, but perhaps a common one, for people the next two centuries down the track, as they learn to put their reliance on meaning onto an altogether different basis from what had taken place before. In fact, one would have to become creative, and one’s own god, in order to make anything mean anything. But this was harsh and difficult, as well as potentially very liberating.