Furyondy has never been truly "feudal." It has the feudal nominclature but in practice it has been a set of all but palatinate states. This chaotic state of affairs has served the upper nobility well but has ill-served the nation and people. There has been no "legitimacy" outside of one's home dominion, including the king, who ruled (albeit weakly) inspite of the nobility more often than not. Artur is the first Furyondian king wield legitimate power in the face of the upper nobility. He is more than a figure head given power only by the sufferance of the great nobles. He is king by right and force of arms. THAT, in Furyondy, earns him respect outside the circles of the nobles brought to heel.
Artur is considered legitimate in large measure because he has the backing of the Knightly Conclave, which consists of all of the Furyondian Knights. He has vastly impowered them and they have given him their support in return. The knights of Furyondy, not just the Knights of Fury, have fought, bled and died by Artur's side both during the GH Wars and the Great Northern Crusade. They know Artur. Intimately. Have have that respect and regard for him that is only gained in a military organization and one that has fought together. In this way, Artur has something of Julius Ceasar's mystique.
The clergy of Heironeous is split in its feelings. There are those who supported Belvor and who oppose Artur, as there are those in Artur's camp. This split effectively neutralizes "the Church" as a unified force. To force matters who risk schism.
Absolutely. Conspiracies abound. Self-styled "patriots" are not hard to find and are kept in check so far only because Artur has enjoyed success. Artur overturned the social order and all bets are off. In other words, Furyondy just got interesting in terms of possible adventures. ;-)
Belvor was not a lawful monarch at the end. His quaffing of the potion of longevity began a series of events that saw him challenge the social order, as well. Artur finished what Belvor began. Other nations are largely inconsequential in their opinions with the exception of Veluna. This is why Artur needs and cultivates clerical support for his reign.
Very good analogy - The War of the Roses. Obviously, events in Furyondy unfolded in a different manner but the basic similarities are there. Artur needs to legitimate his reign. As a relatively young man, he has some time, but his children face an uphill struggle to hold what Artur won versus a "Restoration," which the Duchess of the Gold Country would be more than happy to fund, or even lead. So far, Artur has three children but they are only rumored. He has not confirmed the rumors because that opens the whole issue of succession. He needs to stage manage that matter very carefully, "going public" only when he holds all the high cards and public opinion is in his favor. Again, the opportunity for adventures are front and center, one side or the other.
Artur as the head and founder of a new dynasty puts Furyondy in play in a way it previously was not. Frankly, the prior incarnation of Furyondy, split by 7 palatinate substates made little sense and offered few opportunities for adventure worthy of that name. Furyondy has been widely seen as "dull" and for good reason. Artur's ascension is the first step in fixing that process. IMC, anyway. :D