Initially I thought this was a bit derivative of the Triple Moon Initiative SCP where they alter movies, but I love how it turned into a story about Don Q fighting his way through SCP files, the reveal that Don Q is actually Sancho, Sancho nearly dying until the real Don Q saves him, and then the hero returns home (as he always should), happily spending his days fighting windmills (because they might be giants).
I'm seriously a sucker for a happy ending, and I love that final iteration. Whole-hearted upvote.
Also, did Don Quixote just defeat the Daevite Empire? Is 140 neutralized in this continuity now?