The Vikings were all gone by the 14th century so they wouldn't be able to mount a second age of heathen raiding like they had practiced between the 7th and 11th centuries. By the time the black Plague hit Europe all of Scandinavea was like the rest of central and western Europe: staunchly Catholic.

Frankly, it'd still be easier to do a fantasy setting because even an alt history to a point where we could have original nations (donut steel) still causes a lot of issues with what will need to diverge and how far away it'd need to be from this point. Trying to work out such a scenario as well would be far too difficult to try and explain and to address all the plot holes and inaccuracies.