Remember too that you are writing fiction - some latitude is allowed/forgiven/overlooked even in historical fiction. Is your story more about your protagonist and his predicament as it relates to a specific time and place or is your story meant to share something about a place and time using your characters to bring this setting's story to light? If you know then it might be easier to figure out what you can "let slide" and what you need to get right (well as best you can).

But that said, I can relate to your frustration! It seems no matter how much research I've done beforehand something always comes up in the writing that I don't know or is just wrong. What I try to do is make a note and move on, trusting I will be able to fix it later.