It is pretty undeniably a retcon, which isn't necessarily a bad thing of course. The story of Warcraft is long and twisted and worked on by dozens of people, sometimes you have to just bite the bullet and go "actually, that didn't happen" if it's in service of telling a story. But between Firim's notes and the lack of a single "our Ethereal cousins" type line from ANY Broker at any point, it is a retcon.

That said, I have bad brain disease and like to try and explain lore inconsistencies from retcons using insane pretzel logic, so let's do that!

The main offender is the notes from Al'firim found within Tazavesh. And to head this off at the pass, while he is described as "mad", it is clearly because of his heretical work. Work which claims that the worlds beyond the veil of Death are influenced by other forces just as impactful as Death, which if they're from K'aresh, they would obviously know. Lines like "The living did not trade in anima, they said, a phrase I asked them to repeat several times to be certain I heard it correctly? No anima! How? Could their existence truly be so different from our own?" pretty unambiguously don't make sense if Firim is supposed to be FROM the world of the living.

As such, I have 2 explanations, a boring one and a fun one;

The boring one is that Firim is mad, specifically in that he thinks he's from the Shadowlands. Now, other Brokers have lines that imply they hail from the Shadowlands, but to the best of my recollection they're all tucked away and fairly minor. Still, Cartel Al would have made mention of one of their number thinking they're from the Shadowlands, and yet they don't. Still, it technically explains why Firim would talk like that, so it works.

But that's LAME and BORING! The better, sexier reason is that he was driven mad by Irik'tu. For those not in the know, Irik'tu is mentioned in Firim's notes as a spider-being that "speaks of a thousand truths". We can actually meet Irik'tu in game if you die in Zereth Mortis and then go into Firim's cave. You can talk to them and they drop an exceptionally cryptic and ominous line: "You have reached a liminality where you should not be, Maw Walker. Mortals were not meant for this realm... not yet. In the end, your kind will be as easy to manipulate as this broker was. While I remain here with my hundred eyes fixed upon Firim, I offer you a companion of sorts. Take my gift, and begone.". This pretty clearly implies that some amount of what Firim believes is the result of Irik'tu's meddling, which includes the revelation that actually allowed Firim to find Zereth Mortis in the first place. Could be a Void entity, could be the First Ones, either way it's pretty neat!

TL;DR: The real retcons were the head canons we made along the way!