Historical Fiction is a topic I've never covered on My Favorite Things before. That's because I don't read as much historical fiction as fantasy or contemporary. If I'm reading historical, I'm usually reading non-fiction, but there are a few authors of historical fiction I will absolutely read no matter what.
Anything by Elizabeth Wein (And not just Code Name Verity or Rose Under Fire, read her Ancient Ethiopian books too!)
Anything by Gary Schmidt (And may I say, it has been too long since we've had a new Gary Schmidt.)
Anything by Rosemary Sutcliff:
Mara Daughter of the Nile:
And because these are great historical fiction with a splash of fantasy: