I mean, the game is allowed to take place in Zelda's world, except the protagonist is original, eg a "Link Brother" or an original Zelda world warrior, I want to know that because with that in mind, we can create a story within Zelda mythology and even use Zelda historical references, but with another clear protagonist .. could that be?

Due to copyright questions, I don't think so. Zelda's world is a nintendo IP, I recommend you to create your own world, even if it's heavily inspired on it.