I think the word to describe this story is "atmospheric." The whole game of thrones is shoved aside, and instead we're introduced to a world of grumpkins and starvation and nightmare stones, a world that is at once mystical and very very gritty. It's not common to get a self-insert who doesn't give a damn about the course of "the plot," and it frees you up to tell new stories that don't depend on "the plot" but just sort of exist in the same world.
If there's anything I'm worried about right now, it's that I can't tell where the story's going to go next. The Burned Men have left, Sean escaped the Eyrie without anyone being able to identify him, the Goatlegs are back home and safe - the opening plot is all neatly tied up. There's no obvious thread that will lead to Sean going back out into the world for mountain ninja adventures. That's not necessarily a bad sign! It's quite possible that the next inciting incident is already in the works. And I've never played Sekiro, so perhaps you're mirroring events in the game such that the next step is obvious. I'm just wondering, because I know authors (especially me) sometimes come up with cool scenes/ideas and struggle to come up with a way to logically get characters to that point. So my question is, what will get Sean back out of the valley? Because I want to see more mountain ninja adventures, please.
Also now I'm tempted to write a story from the perspective of all the nobles dealing with Lord Arryn being surprise shanked by a Mountain Clansman. Depending on when in Westerosi history this happens, it could make for some delicious chaos.