What's a theory or headcanon that you have/know of that you believe is possible? Whether you came up with it yourself or found it somewhere, it just has be believable. Bonus points if you can provide evidence. I'll begin:
Fire Emblem theory: Kamui founded Chon'sin.
In FE Gaiden and its remake (Echoes: SoV), we meet and recruit Jesse, a mercenary. In his A support conversation with Saber, he talks about his idea of founding a kingdom by mercenaries, for mercenaries. If he lives through the final boss, his ending states that he does just that.
"After successfully founding a mercenary kingdom in Grieth's former land, Jesse then proved successful at ruling it. In times of strife, he worked with Alm to secure peace. Tales of his valor are told even now, in which he's reverentially called 'the Steel Amidst the Sand.'"
Now we get to Kamui, another mercenary. His ending if both he and Jesse live goes as such:
"Intrigued by Jesse's idea, Kamui helped to found a kingdom of mercenaries, and lived there happily for a time. In the end, however, his wanderlust prevailed--one day he went for a stroll and simply vanished, never to be seen again."
However, If Kamui lives but Jesse dies, his ending changes to this:
"Kamui established a new kingdom of, and for, mercenaries in what was once Grieth's territory. Relations with Valentia were favorable, with Kamui often aiding the king in times of need. In later life, his efforts earned him fame and respect as 'the Steel Amidst the Sand.'"
This establishes that Kamui carries on Jesse's dream and founds a mercenary kingdom with Kamui presumably being its first ruler. I believe that this kingdom is Chon'sin, a kingdom only mentioned by name in Awakening. Why do I think this? A few reasons; first, let's look at a picture of Kamui and compare him to Yen'fay and Say'ri, the king and princess of Chon'sin by the time of Awakening. As we can see, Yen'fay has similar eyes and a similar-shaped head while Say'ri bears the same hair color.
Additionally, in Awakening's paralogue "Ghost of a Blade", which take place on Valm (which Valentia was renamed to at some point), all of the enemies are said to be past great warriors of Chon'sin, and all of them are sword-wielding classes (Swordmasters, Heroes, Tricksters and Assassins). Remember, the kingdom that Jesse/Kamui founded was built by and for mercenaries, a sword-wielding class. This means that they've had about 1000 years to work on their swordsmanship, so of course they'd specialize in sword-wielding classes.
In conclusion, I believe that Jesse died before he could found his mercenary kingdom, Kamui did it in his place, and his line continued to the present day in the form of Yen'fay and Say'ri from Awakening.