Would Fanon be allowed in an RP, I want to do one based on the siege of Orsinium, but there are some things that the Imperial Library doesn't tell me about. Do you think it would be alright if I made it up?

Short Answer: Yes.

If you wanted to do an RP on the Siege of Orsinium im sure it would be fine, thats what most people do anyway when doing RP's on events in Lore, the in-between parts are really up to you as long as the end results the same. Who's to say it didn't happen if its not recorded ;p

Haha, nice point thanks!

Everything that happens in an RP is fanon. As long as you never directly contradict canon, you can do whatever you want.