Alan Moore, Neil Gaiman and Mike Carey. A comparable American author is Roy Thomas, whose monthly comic book, The Young All-Stars, combined mythical, literary and historical characters with newly invented superheroes during World War II, each twelve months of publication corresponding to about two months of WWII time.
I mention Thomas for two reasons. First, comparison with Poul Anderson, who also combined fantasy with history while his fantasy novel, Three Hearts And Three Lions, begins with an important incident during World War II.
The second reason is more fanciful and whimsical. I quoted Anderson's character, Aycharaych, calling death a completion. Completeness is a virtue in art. When The Young All-Stars was being published, I was unsure whether to continue collecting it. I was strangely relieved when it was announced that the title would soon be cancelled. This meant that I would shortly have the entire series complete. I may be alone in seeing the parallel - Aycharaych sees death as a completion and I saw the cancellation of an imaginative series as also its completion.