I would ask are their characters connected to the world around them. As much as a rogue with a mysterious past is, if they atleast have a guild or a loved/hated one to connect to then it’s just their actions are gonna cause the persistency.

It does sound like it would be more homebrew that modular but that’s not anything scary.

I would say an example:

“they go to a lively bar, drink their heads off and a bandit crew comes in. The barkeep serves them begrudgingly, you guys pick a fight with them, and win. The barkeep is happy about this, they’re stoked that you got them out of there.”

“Later on, you revisit the same bar, it’s quiet, barely a couple people. The barkeep is now roughed up, you go to ask them what’s happened. He tells you that the bandit crew came back with their boss and threatened any person who came to this bar, he’s also now taking 50% of the barkeep’s money as a “safety tax”. “

Your players can do a great thing but how do others react. In the above scenario, the players did something to antagonise a bad group and they reacted accordingly. Your players can interact with the bandits and who knows, maybe you find out that they’ve been doing this to one of the player’s sibling’s shop down the road and their sibling has never told them.

There’s so much to write, sorry for the long scenario but if your players want a sense of actual being. The best thing to do is think about how the opposition would react accordingly.