I think the 1920s-1940s provide ample material for such stories, especially in alternate history settings. Though while I do enjoy Kaiserreich, but I’m not sure whether it would work so well given how the mod gameplay (it originated from a Darkest Hour mod, and there’s now a version for Hearts of Iron IV) allows you to shape the destiny of your selected country through events and stuff.
Before they got rid of certain elements, I’d have felt the Union of Britain was excellent material for an intrigue-heavy game, but I think they’ve gotten rid of the potential for a Monarchist revolt or UoB agents agitating on the continent (which are referenced in the Kaiser Cat videos, but aren’t part of the “official” lore, I think).
All of the other major conflicts branch significantly and have multiple sides (usually 3+), which might make it hard to convert into a more character-based game with a more set story. The lead-up to the 2ACW could work, something like the old United We Stand WIP leaving the actual war and post-war for the epilogue. But the others might be too branching.
Take Russia, for instance (ignoring the in-development(?) rework). There are what, 3 potential military dictators, 3 Tsars (constitutional and absolute), various flavours of democratic and the Soviet revolt. Choices are good, but having too many branches could dilute them, and I think generally people prefer longer but fewer branches rather than more branches which are shorter.
Also I think the KR devs can be a bit protective of their universe, so if the intent is for such stories to be published, then you might want to take a look at their usage policy or contact them directly.
Depending on what you’re going for, it might just be better to devise an original interwar setting.