Well originally the palace and its surrounding "city" was all of europe, in the latest lore though the palace is meant to be on the peak of the himalayas but i'm guessing there was some construction in the way of how to get to it since theres also meant to be the large palace grounds and city beyond that. Once again GW contradict their lore.
History thats been documented started from when the emperor started the unification wars. All documents etc from before then ain't "credible" and include alot of superstition and unappropriate writing, which now are only kept as reading books not actual fact.
The Emperor made the crusade based on purging humanity of supertition etc which is why no writing before the emperor, as i said, is credible.