Let's assume that this is a Warriors Orochi doujin, and not a Dynasty Warriors doujin. Paradox averted.
Heck, that might have even been the artist's intention. One of the first story mode stages in Warriors Orochi 3 involves Dong Zhuo attacking a castle specifically to try and capture Yuanji. And since WO3's plot is about a small number of survivors travelling back in time to ensure that all of the other Dynasty Warriors and Samurai Warriors good guys don't die horribly, this doujin may well have happened in the original timeline. Well, except for the part where Sima Zhao is brought in, since he was one of the previously mentioned survivors.