That is a genuinely good theory but I'm not sure I can accept it as true.
Mostly because even if the Mewmans buy into the lie, the monsters shouldn't. Ex. couldn't Globgor have told Eclipsa while they were dating/married "no, your family's wrong, my grandparents were there when the Mewmans arrived and it was only like a century ago," or something? But even Eclipsa signs current documents with 17XX (don't remember exactly) and doesn't mention anything like that.
Here's maybe the strongest argument against this. In A Spell with No Name, we actually see a few doors inside the wand containing the spells from queens who weren't in the current spellbook and whose marks are unknown to us. I'm fairly certain we saw more than 3. Doesn't rule out some deception going on there but means the family tree is less simplistic than that.
Re: the weird Pilgrim outfits: I really don't know what they were going for there. I'd guess it's just weird cartoon shorthand for foreigners. There's the possibility of time distortion shit going on somehow too, like they were somehow sent back in time before getting to the portal, but it's all just completely unexplained.
Also if they were trying to imply the first Mewmans were part of the Echo Creek Bonner Party (seriously, what is WITH all the cannibalism shit in this show?), the timeline still doesn't line up. The number of queens we know for sure existed just doesn't fit into ~166 years and Eclipsa was canonically crystallized for 300 years and a couple decades' change.