This is really 4 separate questions.
1-is it possible to completely eliminate the nights watch? Each time I conquered the wall they kept castle black and later rebelled.
2-is it possible to change the religion or culture of provinces beyond the wall or are they permanent?
3-is it possible to become a member of an extinct house that's not in the house customizer event, such as Lothston or Qoherys?
4-Blackfyre and Bittersteel have their own houses but not Bloodraven or the other Great Bastards, can this be fixed?