I've no idea how the nation states thing works, so whether you design characters and locales from scratch or you develop templates already provided. In the latter event, the company might well retain copyright over everything, which would prevent your using the stuff elsewhere. You really need to read the rules/terms and conditions you signed up to when you joined which should confirm whether anything you create or part-create within the project remains yours or whether you are deemed to have assigned copyright to the owners of the whatever-it-is.
Personally, though, even if I retained copyright, I think I'd go on and develop new characters and new settings rather than revisit old ones.