The setting will still be our earth, albeit with dimensional rifts. Every mythological creature imagined back in the day were actually real, as they were victims of unexplained wormholes opening close to their prior vicinity and sent them to our Earth, which they were then worshipped as minor deities or feared depending on the original myth.
Fast Forward to the Golden Age of Piracy where a dimensional rift is ripped open in the very middle of the Bermuda Triangle, and pirates were utilizing this new opening to garner trade and arms with otherworldly beings. Resulting in faster ships and better arms against governments of the time which extended the age straight into the Revolutionary War.
Upon discovery of the rift, Great Britain essentially abandons the Colonies and focuses its war effort onto the rift. What they were not expecting were the pirates forming their own faction/country, defending the same rift that provided them not only profit but also a place to call home. Great Britain loses a huge chunk of its Royal Navy and have no choice but to hire privateers to send into the rift to understand and close it at any cost.
This is just only a significant exposition on the first part. My original intention is to JoJo it and each new arc takes place during a certain part of history. As part 2 would take place around the American Civil War, but the South replaced all their slaves with robots that come in both humanoid or various forms. The start would involve a former slave spending a good amount of years developing a virus that gives the machines sentience, which eventually leads to revolt, which leads to a revolution, which leads to the southern part of the US being temporarily under machine control until the machines either get citizenship or become a country of their own.