"The Heart of Princess Osra" is definitively set around 1734, per the first sentence of chapter two. The other two novels, "Prisoner of Zenda" and "Rupert of Hentzau", could be set anytime from about the time Zenda was (1894) to a decade or two earlier. In 1734, it would perhaps be plausible for all three microstates to exist. Italy and Germany were both collections of states at the time, and the Holy Roman Empire was still a going concern comprising portions of both, as well as what would later become the Austro-Hungarian Empire. So two extra kingdoms and an extra grand duchy in 1734 fit easily into the realm of possibility, geographically.
Over the next century and half, however, most of those smaller states disappeared as sovereign entities, subsumed by larger nations. The unified Kindom of Italy and the German Empire replaced, respectively, the previous collections of small Italian and German states, in 1861 and 1871. As my previous Ruritania post mentioned, the location of Ruritania lies within a day's train ride of Dresden; Wikipedia suggests between Saxony and Bohemia. I suggested an area just slightly further east, in a small part of southern Silesia (now part of Poland) and small parts of what is now the Czech Republic (once the Duchy, later the Kingdom, of Bohemia).
|Ruritania circa 1648, from a public domain map|
Control of Silesia was contested, by arms, lawyers, and diplomats, for several hundred years. Initially it was part of Poland as the Duchy of Sileia, and disintegrated into the Duchies of Silesia, which via various inheritance and treaty agreements ended up under the control of the Kingdom of Bohemia. Bohemia in turn fell under control of the Habsburg crown. In the middle of the eighteenth century most of Silesia was acquired by Prussia in a series of wars against Habsburg-ruled Austria. The Sudetes mountains largely formed the border between Silesia and Bohemia, though it moved at at times - sometimes by war, sometimes not.
A bit of change to the fabric of history could alter these facts a little, but Ruritania is more-or-less set in the real world, so the fabric shouldn't be disturbed more than necessary. How do we get Ruritania in Silesia? Intermarriage between the House of Elphberg, the Ruritanian dynasty, and the Piast dynasty, founders of the Duchy of Silesia and subsequent rulers of the various Duchies of Silesia, can help with the land coming under Elphberg control. Perhaps the Battle of Legnica, which took place against the Mongols in Silesia in 1241, played a part - battles are nice at messing with normal plans for inheritance and succession. So maybe an Elphberg succeeds to rule one of the duchies, or part thereof. That's the land portion dealt with.
But how can Ruritania become an independent kingdom no later than 1734? That'll require something after Ruritania exists, but well before 1734, that either prompts the Holy Roman Emperor to raise Ruritania to the status of kingdom, or allows the Elphberg dynasty of Ruritania to assert there status as a kingdom and make it stick - probably by force of arms. The latter seems more improbable than the former. So likely the Elphbergs and/or Ruritania did something that the Holy Roman Emperor heartily approved of. Maybe something during the Thirty Years War, or help to Austria in repelling an Ottoman onslaught, or something else in support of Austria or Bohemia in some conflict against Poland or a German state. Or something.
Ruritania also to survive quite a few years as a territory encapsulated inside the Habsburg lands. Then it has to withstand the Silesian Wars between Prussian and Austrian, without being conquered by either. Then in the nineteenth century it has to survive Prussian-led attempts at consolidation of northern German states into the German Empire. On that last point, a few points may help Ruritania. It is a largely-Catholic state, and it appears to have a Slavic population, based upon some of the names. Certain Prussian elements preferred to avoid adding more non-Protestants and non-Germans to their empire. It is also a smaller state, approximately twice the area of Luxembourg, and hence not a major threat. Does it suffer unwarranted German occupation during the Great War?
More thought is required, but at least I've now done enough reading and thinking to know more. I know the questions and the framework in which they'll need to be answered. Answering them will help fill in the backstory for story I plan to tell.