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While it's good of you to try to avoid putting it all on your DM, it's nearly impossible to reconcile any of this on your own. And much of the flavor of the Raven Knight is just that, flavor. The mechanics don't promise you any of those things, so the DM can ignore all of that if they choose. But hopefully they don't, because it sounds like a good roleplaying opportunity and also good fun.

Probably the best thing you can do is sit down with your DM and discuss the matter, and maybe bring some suggestions along for consideration. If you get buy-in from your DM, your DM can add details to the campaign as appropriate. 

One possibility is that the Raven Queen tests all her new Raven Knights. She is slowly granting you powers, but you have to show that you are worthy of them. Things not yet granted to you might include your fortress. This could arrive later in the module at a time your DM feels is right. Likewise, "traveling with impunity across the plane" might mean her servents do not stand against you, once you have proven yourself. But this may not be true of all residents of the Shadowfell, and it may not be a courtesy that gets extended to your companions. You may sometimes find yourself fighting her misguided servents to protect your friends.

Your DM might also have certain NPCs in the Shadowfell recognize your status as a Raven Knight, possibly treating you with deferance. This could include favors, bonuses to diplomacy checks, or even outright following your commands without question. Your DM might balance this by having other NPCs who hate the Raven Queen recognize and dispise you. You might have penalties to persuade them of anything, find them working against you and your goals, or in some cases simply attacking you on sight.

There are a lot of ways you could go with this, but I don't see how any of it can make good sense unless your DM is actively working with you to integrate your status as a Raven Knight into the game.