What system are you using?
You mentioned a BBEG, religion, magic, technology, and faerie, but nothing about politics except the name of one kingdom. If you're in a Renaissance-era world, which may be the case with gunpowder and WH reference, trade and political entities might be important, if you want to that to be a focus.
Since you have a BBEG, it sounds like you're going with scripted plot arcs with a relatively defined conclusion instead of a more sandbox approach where the PCs choose their own goals. The question there is how much flexibility do you want the PCs to have?
How are you making magic dangerous? Is this just flavor, or is this part of the mechanics?
Personally, I favor bottom-up sandboxy approaches. I sketch out a starting town and the nearby environs, and then only design a few steps ahead of the PCs, depending where they want to go and their interests. I drop in plot hooks or adventure seeds, and let the players decide which they want to follow, instead of running them along a story arc.