It seems that there are many references to events that have been in the past and situations that are left unexplained or even impossibilities that are hinted at but never explained. I do recognize the "The protagonist doesn't know WTF is going on and doesn't really give a shit" vibe is intentional, but it seems like it veers too much into the "left unexplained" category.
Perhaps I'm just spoiled by Pratchett's Discworld series eventually developing a narrative for all the details, but it is irritating to be led on by all these tantalizing mysteries only for them to be left unexplained. And now I have to read the actual sequel to find out why the hell there's Romans with zeppelins (why are there always zeppelins in alternate societies?), but I suppose that won't be explained either.
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