you have to read “From a Knight to a Lady” or an alt name is “The Way That Knight Lives as a Lady” IT IS AMAZING!!! and it is just like this characters backstory but the story is complete and the plot is just incredible. Her previous team is obsessed with her she is basically a legend but she was betrayed that’s how she died and her closest companion is completely obsessed with her and she’s trying to keep her identity a secret but seeing them slowly figure it is just UGH so good!
I have not stopped thinking about that story since reading it it’s my favorite!! I highly recommend reading it if you haven’t yet.
Your request is literally perfectly matched for this one so you should definitley read it.
Maoyu Maoyuusha (harem) --- I liked everything about that series except the Female Knight as a harem member. It would've been perfect with just Mao. But his comrades do miss and look for him. There's a single season anime, but the manga and novel are complete. It's primarily a fantasy-centered socio-economics, though.
The Crybaby Magician's Life in Another World After Clearing the Game (BL) --- it's an epilogue style slice of life story that takes place after the demon lord subjugation. The novel is better then the manga, though both are incomplete. It's weird to rec something that's a cliffhanger but it legit made me cry, because it was both very sweet and very sad. Though the author is currently rewriting it for physical publication.

Hearing her story of when she was the hero makes me want to read stories related to the hero disappearing after the final battle.
I like the idea of the entires hero’s party being really attached to the hero (maybe even a bi harem, really obsessive friendship is good to) and the hero disappears.
Does anyone know a list that has stories along these lines or any recommendations?