The Third Holy Grail War... Fake
It's just a fantasy and imaginary setting in the author's mind... The final right of interpretation belongs to the Holy Grail.
The character settings and general story settings will be included.
In short, in the author's mind, the Third Holy Grail War should be the beginning of all distortions (as mentioned in the original work here), so the participants in the Third War... Were all wiped out.
Conception: