I wrote out a pretty elaborate world history for my campaign, and a rough sketched map, which flips the real world somewhat. Bridgeport was the equivalent of Constantinople, Sancta Civitas was the equivalent of Rome but to the east, Menoa to the West was Arabian/Turkish with the capital being a Baghdad equivalent (this was before Moors were a thing, but when Moors did come online, it's easy for me to still fit them in as an equivalent of North African pirates to the south), and just aside Menoa was Pakdemani, equivalent of Persia (The Pure Folk in Farsi; I didn't even notice that Pakistan means Land of the Pure in Farsi; so I wasn't the first to have that idea!), from which the main character's family came, although he was fourth generation or so from Bridgeport.
It's not canon, but it's close enough to re-interpret a lot of canon to fit in it. For one, since neither official canon or my narrative are really the equivalent of the real world things, there's wiggle room there to make things fit. In my world, Menoa and the Holy Empire have sister religions that play off of medieval Catholicism and Islam, but they still have their independent narratives in the game world, and I don't think much canon talks about the religion of Menoa (does it?). Another example of a change/reconciliation is the way my campaign treats Inventors as a much older line, which isn't how the official line goes (in which inventors are a completely new faction, like mechanists); although I can still reconcile them because what are called "inventors" are like the contemporary and "new" public face of what had been an older line all along, like the way Templars or Masons kept getting reinvented over time.
But my real feeling is mappers should feel free to branch out and reinvent a lot of concepts to their own ends. In that way it's like comics, like Batman having some core features but continually reinvented by different authors. That's my feeling towards TDM. There's "canon" canon among some FMs that care about that kind of thing, and then there's loose not-exactly-canon but still inside the family like my campaign world. Both are valid & valued IMO.