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Thoughts on using the Heldannic Knightsby Robin
I see the Heldannic Knights as a mixture of the Nazi's (Due their hattian discriminatory background) and the Crusaders (due their religious linear/singled thought of thinking. see also here and here, of which the last will be interesting...RL Acre being the conclusion of the Crusaders and in Heldann this will be the destruction of Vaya's artifact enabling flight, an d thus leading to the downfall of their might. (see below).
Yet I indeed (like Bigmac said) think we should not forget they are all individuals; While the grunt of their mass follows the cultural behavorial and religeous doctrines , these do not feel very content with this. just like the many of the Nazi's and Crusaders did. Yes, most of them did not want to war, battle, kill, maim, slaughter, plunder, rape, destroy, and similar, yet were ordered by those higher in rank/importance/social standing, and were too low or poor to resist the temptations and forced behaviours. The same I see with the Heldannic Knights...several rightwing extremists in high rankings have the might and right to impose their view of their doctrines.
To the Immortal(s) either is working(thusfar). to the populace, both are bad, yet you have to obey, or worse will fall on you, to the grunt of the knights..the same. the few individuals of lawful background/behavior, will have to comply to this in their eyes wrong law....and do as they are told...that is still lawful...not very good yet still. As such the grunt, (like in all humans will be N, NG, LN, CN, with the current rulers and 'charismatic' leaders (see them as Trump or hitler, neither are real rulers, yet they have a charisma and agenda playing the nation (and in Mystara their faith) to their own agenda's).
Political biases like the Glantrians banning clerics/faith resulted in Heldann banning/restricting mages. The fear of wild Ethengar attacks to the populace made these flowing to the bad side of the Knights as these have the power/men/might to help resisting them.
The great problem is like in the Crusader and Nazi history, will happen to the Heldannic knights too...they will either fall by overwhelming might in the future (nearby or a few decades afar) or, and this is already happening from the beginning...with Thanatos and the Hattians...is by individuals gaining influence. Heldann was a group of Freeholds, taken over one by one...what if some individuals (and these can and will include individual lawful knights) no longer content with their forced rule/tasks communicate, group together and strike at the heart of the HeldannicKnights...
Counterattacks (or Terroristic strikes as called by the Ruling Helldannic Knights) would include attacks on the ruling staff, attacks on harbours, attempts to slay Wulf von Klagenfurt, and even attempts at destroying the artifact of Vanya enabling flight to their vessels (something surele would be an epic quest at the end of a campaign. In the meantime, discrimination, violence, retaliation, and especially enforcements will happen among thge nation and beyond.
However, Vanya would surely feel her total numbers of followers be declining as they secretly retiun to their original northern faith, this might have two effects; at first she tries to enforce her faith more strongly, however, forgetting no matter how you are forced and participating a faith, if it is not within you or forced upon yuou, your soul will NOT add to the amount of power Vanya needs. She would be glorified to see her churches filled, not understanding where her continuous decrease of followers comes from (and no Immortals only sense how much followers they have, not who is truly following or not...they only feel their immortal power decrease when the amount of true followers decrease (or rise, which she felt thus far, however not recently...as it stabilized or even slightly after WotI. The point is she enforces the knight to conquer, the will surely get new followers their, while in the meantime everywhere in 'her' lands the overal amount of followers will decrease.
And the knights themselves? they see they get lands, wealth, might and chances of propagation, instead of poverty...who would not fall for that, or love to have that...it is an individual case of what rules of humanity they break and where they do stop.
Look at the general policemen or soldier...they are trained to obey orders...trained to kill...on command...some will do others wont, some will resist and leave orthers will lure others to 'their' side. As in reality you are not your company, army, state, force, you are an individual living in a group. ...not really needing to obey a single individual to every whim, humanity should and eventualy will precede although many small and large bumbs in that road will pass...the same to the Heldannic Knights...there will be individuals, and individual moments where they will think and feel something they do is wrong.....and these 'seeds'' of humanity will slowly set and grow and change the individual...something that is happening on many on the RL already...many people see and feel great things are going wrong, whatever forces from above say (china/honkong, USA& Europe-left vs right, industry & money vs nature, climate and food, etc), And the rulers will either have to comply as these numbers grow or go down under...That is the evolution of a dictatorship...if it is a boss of a company, a president, or a nation...the individual mass will break eventually any force placed upon them.
I see a bright future for Heldann, again as freeholds (alone the name relates to freedom) and maybe some of them will still herald Vanya as the greatest, even she has to agree is better accept them as not yours than having them against you.
For especially an Immortal this is very clear...much followers, much immortal power, lower followers= less power, no followers is oblivion/forgotten, only a 'sleeping' spark remains.