There are some good questions there.
First I think gunpowder weapons would be a bit out of the theme I believe we were going for. Gunpowder was so revolutionary it changed the scope warfare for the entire world. I think knights and castles would be more appropriate.
Steam power. Well, I can't see a knight driving a steam powered boat. So I don't really think that's feasible.
As to religions It's whatever you want to do. there are no established religions in Roawia.
I don't think there are any rules as to that.
Now, These answers are not official. I'll ask the other members of the committee what they think and we will get back to you.