Inventing a plot
There are gaps in the record of every historical period, and the farther back you go the bigger the gaps are. This is a good thing for the writer because we thrive in those gray areas. That's where we get to invent things. The things that are recorded (the dates of big battles and who was the king or the emperor) are milestones in the historical record, but the road between those milestones, full of potholes and wheel ruts and stones, the villages and towns and the inns we pass, the rivers and hills and swamps we cross, the bugs that bite us and the blisters on our feet: That's where the stories live. A lot of the time gaps in the historical record exist because no one thought it was worthwhile to write about the things everyone knew because, obviously, everyone knew them. So we have to extrapolate what we do know.
You can talk to a beekeeper and then take what you learn and give it to a beekeeper in the 8th century and imagine what tools would have been available to do the job and what clothing they'd wear for protection (or not) and use your knowledge of contemporary fabrics and technology to fill in the details of making skeps and smoking bees.
I'm a believer in using as much of what's known about the period as possible to structure my fictional universe. In my researches into the Vikings I had to find out about the people they were raiding, and because of that I became just as interested in the Anglo-Saxons. Ultimately I became more interested in them because the Anglo-Saxons are English history and English historians write about them in English. There's material about the Vikings in English but not as much as there is in Danish, Swedish, German and Norwegian. I'm as fluent in German as I need to be to find the post office in Salzhemmendorf, but I can't make my way comfortably through Felix Liebermann's "Gesetze der Angelsachsen," fundamental work though it is.
Fortunately, there are a lot of other books that told me what I needed to know, and since I'm a book guy, I acquired a couple thousand of them over the years, so I have a pretty good working library on the Anglo-Saxon period. If I need to know about how the houses were built, got a book. Need to know how a graveyard was laid out, got a book. Need to know about saddles, plow teams, clothing, food, pottery, metal working, or coins—got books.
Since the possibilities of realistic plot are determined by the historical context, and since I also wanted to write mysteries, I needed to invent a reason to have a mobile protagonist or else put him in a place where there could plausibly be a high crime rate. In 8th century England that would either be London or York. Nice places to visit, but limiting me to medieval urban noir. Not wanting to write medieval cozies, which would force me to invent the equivalent of an 8th century Miss Marple who lived in the most lethal village in England with a population under 100, I needed a character who was familiar with both town and country, who was literate, had an interior, intellectual life, and the authority to investigate crime.
There are existing prototypes. Ellis Peters invented the Medieval Mystery when she wrote "A Morbid Taste for Bones" and introduced Brother Cadfael. These stories are set in the 12th Century, closer to what the general public recognizes as the Middle Ages. Peter Tremayne set the Sister Fidelma mysteries in 7th Century Ireland, an earlier time and a different culture. Then there's the gold standard of medieval mysteries: Umberto Eco's "The Name of the Rose," set in the early 14th century.
All three of these writers created literate sleuths who solve crimes. Sister Fidelma and friar William of Baskerville are mobile; Cadfael, in the tradition of sedentary English gumshoes throughout history, has decided to live in one of the most deadly square miles of real estate on the island.
I wanted my protagonist to be mobile and to have a reason for it that made sense. Sister Fidelma is a lawyer who moves around Ireland, and it turns out that what we know about the Anglo-Saxon legal system would support this kind of regional mobility and require some degree of education and literacy. I didn't want him to be a religious, and Anglo-Saxon law was the secular law of the land. The church was governed and protected by canon law. So I had to invent a character who was qualified to participate in the legal system, which meant he was almost certainly educated by the church but not one of the clergy.
Narrative Plot and Personal Plot
When you write a mystery the plot has to do with solving a puzzle. (If you want to read a great critical explication of the realistic detective story, look up Raymond Chandler's seminal essay, "The Simple Art of Murder.") A historical mystery has an historical context, and the plot has to be true to that time and place. But I think a recurring fictional character needs a recurring backstory: a set of motivations that brought that character to the point where he became a solver of crimes and a collection of experiences that prepared him for that role. Otherwise, you have a character who appears when someone is killed, investigates, (hopefully) catches the killer, and then goes back to wherever he goes when he isn't catching killers, maybe down to the local pub to have a pint with Rosencrantz and Guildenstern.
I think that a series protagonist deserves better than that. We're all enmeshed in the chronology of life; we have a family and friends and acquaintances. We are more than what we do for a living even if what we do is catch killers. That's the personal plot that carries over from story to story. When the series protagonist operates in a historical context, that personal plot has to maintain the integrity of the historical setting as much as the narrative plot that propels the individual fiction. A reviewer on goodreads described my stories in "The Peace Weaver" as "episodes of Law and Order, Mercia, 783 A.D.," which made me smile because it's an accurate and pithy summation of the narrative plots. There are some allusions to the protagonist's larger, personal plot in "The Peace Weaver," but they're small and incremental.
An historical fiction may or may not follow the fortunes of a single character, and that character may or may not have been a real person who was alive at the time of the story.
When you've decided on a historical context, you have to make up a story. Historical fiction writers are lucky because in any given period, stories are thick on the ground and we probably know at least the general outlines of the big stories of the time. But as I said earlier, do you want to be the writer who produces yet another story about Alfred the Great? Maybe, but if you're Bernard Cornwell you write about Alfred by writing about the people around Alfred, and when you do that you can use people we know existed and you can also make up some people.
So you create a protagonist who has a foot in both Christian and Pagan cultures, which gives him a unique point of view and motivations. What if there was a guy who was a Northumbrian who was raised by the Vikings? What if he had his birthright stolen? What if he got caught up in the war between the Vikings and the Anglo-Saxons when only one of the original Anglo-Saxon kingdoms was barely holding on? Eight books into Cornwell's "Saxon Tales" series we're still getting the answers to these questions about Uhtred Ragnarson. Turns out these stories are as much about the creation of England as about Alfred and Uhtred.
Uhtred is fictional (although he's apparently based on Cornwell's ancestor). He has a fictional life and relationships in that fictional world and his relationships and life are congruent with the historical context he inhabits.
Hilary Mantel has built her successful historical Thomas Cromwell trilogy around the fictionalized career arc of the man who was Henry VIII's chief minister for eight years. The difference is that Cromwell was a real person with a documented career, so the burden of Mantel's research was heavier in that she had to not only immerse herself in the early 16th century (pre-Elizabethan England) but she had to immerse herself in the lives of Cromwell and the other historical characters he interacts with in the course of the novels.