Zibarn
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I would go with option 2 because in the TV show Westeros always was interested in information from Essos but I never saw it the other way. So, it makes more sense to me that the Free Citys would continue to fight each other without the knowledge to perceive Lothar/Prussians as an actual threat and more as a tool for their own schemes.
If you do it during the Greyjoy Rebellion, I would love to see the MC go undercover in somebody else's army as a hedge knight before steam rolling the Ironborn with the Prussians in the End.*Also if you do Prussians vs 6 Kingdoms I would suggest you do it during the War of the Five Kings (with him the Six Kings) or the MC would go against his Honour as a Prussian King by Rebelling against Robert.
I personally would like to see the Protagonist to kind of emulate OG Whitebeard, meaning family centric as he helps his friends/teammates.