It's a side story and DLC. I'm not exactly sure what your expectations were. If they didn't release Cindered Shadows then most people would agree that this was a scam. The writers had very little room to begin with since it's seven chapters long, so taking some liberties with what's already been established while trying to avoid stepping on the toes of the main story doesn't really ruin the story, at least for me. Think of 3H like Thracia 776. While many would consider the latter as canonical to FE4 despite the massive retconning, it's really more of a permutation of events. Each house in 3H is a permutation and the Ashen Wolves are no different. CF is a permutation of Edelgard surviving, AM is a permutation of Dimitri surviving, and CS is a permutation of the war potentially being prevented.
Honestly, if Cindered Shadows were 10 chapters that had the same gameplay quality as early Conquest chapters but with the writing quality of Revelation then I would have been satisfied. Maybe we have different perspectives, but the glaring flaws in 3H come from the razor-thin spread of resources. Do you want to know why CF felt rushed? Or why VW and SS are very similar? Or why the DLC as a whole was a massive disappointment? It's because 3H is an SRPG with four splitting paths. It wants to include dating sim aspects with full voice acting and it also wants to have a dark PG-13 story. It wants to be like FE4, yet it borrowed some of the worst aspects of it. It's a game that was overly ambitious, so of course it's going to be mediocre in some places.