In terms of timing, a few months after Persona 4. About July/August 2012. I don't honestly expect too many tie-ins to the Persona games because Fallen Paradise is in America, so the only real connection is the Velvet Room (that said, the 'darkness' is basically Nyarlathotep from Persona 1/2). Alternatively if you mean real-world history, that's fine.
With regards to Avalon, even though Jeanne D'Arc is renowned even today as a heroine and so would likely rest within Avalon, you're free to use her as a Persona. A figure existing on Avalon doesn't mean you can't use them as a Persona, the two are mutually exclusive in that those residing in Avalon are essentially embodiments of the myth mankind believes in, while a Persona is a reflection of a single person's soul incarnated into the form of a mythical being. Even then, there are differences between the 'heroes' and a Persona, which I'll follow up on depending on certain elements of the plot. So to answer that, you can use Jeanne D'Arc, or any other mythical figure as a Persona. You could even use King Arthur himself, for that matter. Personae are unconnected to the beings on Avalon.