Okay, so. Now that he's thinking about this clearly, there's obvious things he could do, which he has not done, and that would be a reasonable reason for his brain to fail to go quiescent about this.
One, he could actually try to review all of his evidence and compare the most probable Ordinary and Conspiracy worlds implied by those evidence, to that evidence and each other.
Two, he could try to poke and probe at his reality in any number of ways that he has not, in fact, really allocated a special day to do. Except this should actually be Step One because you'd want to do that before assembling all your evidence. Only there's a preliminary Step Zero quickie evidence review that he ought to do before he assembles 'poke and prod' procedures.
Three, depending on results of initial poking and prodding and the evidence review, he could do things like try to do scryed consistency checks on the larger world, even accepting for now that it's dangerous for him to step outside Broom's god's interdiction. He could ask to talk to somebody Lawful Neutral or Lawful Good who's powerful enough to demonstrate, like, their not being fake, he could demand a huge assortment of random books from all over the world now that he can afford those, he could try in other ways to put his vision clearly outside of Cheliax even if he can't put himself outside of Cheliax.
It's not going to resolve any doubts about his having landed in a competent supercivilization that could keep him completely deluded. It's not going to make his fears go away. But it could maybe resolve his doubts about whether making explosives for a weaker putative version of Cheliax seems okay.
Even if Lrilatha said Cheliax didn't want any explosives, he obviously ought to do that just about the spellsilver business. Really, arguably, should have done it before, but on arrival he was still disoriented then on a level where that would have been hard... and then he was too busy making spellsilver. Yeah, in retrospect, there was sort of a missing step in the middle, there, had he taken time for meta-thought to order things.
Keltham doesn't feel too terrible about that part, it legitimately took a while for his brain to quiet down and shake itself out to the point where its remaining doubts were this easy to go through and organize, without a hundred other Additional Questions running off in all directions.
Still gonna suck if Carissa, and Yaisa and Asmodia and Meritxell and Ione, all get lost to him over it, after he let himself get attached... okay that problem is mostly Carissa, he'd survive losing the others.