Yeah, the fuzzy bit of history between the Romans leaving and the establishment of Anglo-Saxon control. But when medieval writers wrote about it, they just transposed all the elements of their own time (fancy castles, armoured knights on horseback, tournaments and fair maidens etc) into the “historical” tales, so the setting of the stories is totally ahistorical and anachronistic.
It would be like us writing stories about Elizabethan England where everyone has guns and rides motorbikes i.e. fucking wicked.