Also on the Baen Free Library, Eric Flint's 1632 series. While less ambiguous in regards to its SFnal aspects, it apparently incorporates a great deal of RL history because the characters within it (transported back from our time) are changing it. Don't know if it'd interest you, but it's very popular and free to read.
More freebie fantasy histories @ Baen include Mercedes Lackey & Roberta Gellis' This Sceptre'd Isle: elves interfere in Tudor court workings in order to bring about the Elizabeth Age. This one really infodumps the actual RL events in between the more fantastical stuff. There's also Lackey, Flint, and Dave Freer's series Heirs of Alexandria, which presumably does the same for an alt-history Renaissance Venice. I have not read the latter.
Not exactly a genre-crosser, but an SF novel which very strongly incorporates medieval history and is quite excellent and highly recommended: Connie Willis' Doomsday Book. A time-traveling Oxford historian researches the Middle Ages directly. This won either a Hugo or a Nebula Award; possibly both.
And for thinly veiled history-based fantasies, you can't beat Guy Gavriel Kay, who's made almost his entire living off of doing analogues of real-life regions/events, now with added magic! His writing does have certain stylistic tics that can become grating if you don't love them.
However, I'd rate Lois McMaster Bujold's Chalion series above Kay. It's a sort of an increasingly loose fantasy riff on the Spanish Reconquista (and later, Germanic/Celtic tribes as conquered by analogue Romans, I think) and the first book, The Curse of Chalion, won a Mythopoeic Prize. It's very good, and I recommend it often.
Mary Gentle also does very good work incorporating fantasy into history, but her writing style is a bit dense and complex and some people find it hard to get into. However, you did mention you liked Jean Auel, so maybe you might like to give Gentle a shot. Ash: A Secret History is a pretty nifty what-if on the disappearance of the Burgundian duchies that dominated western European politics in the 1400-1500s or so.