Chronicles is a game-within-a-game in aoe2. Sort of like a total overhaul mod, which lets you play a new campaign set in classical Greece, outside the time period aoe2 is mostly set in, with unique period-appropriate units and mechanics. The implication when it came out was that it would be an ongoing series.
It's been developed by Capture Age, a separate company from the main aoe2 developers, mostly known for their Capture Age utility that makes spectating and casting aoe2 games better, and for having developed similar in-built tools for aoe4 and aom. Capture Age has apparently laid off several workers thought to have been associated with Chronicles, not long before a rumoured second Chronicles-related DLC will release. The thought is that there probably won't be more Chronicles after the next one comes out.