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You first described it as "set in the late 1920s", and then later said you were "writing pseudo-historically in an alternate universe". I'm not bringing this up to nit-pick your question but, rath...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/12744 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
You first described it as "set in the late 1920s", and then later said you were "writing pseudo-historically in an alternate universe". I'm not bringing this up to nit-pick your question but, rather, to point out that these are two different things. There is _historical fiction_, where authors try to remain accurate, and there is _alternate history_, where authors use history as a jumping-off point but take liberties. Both are fine; both are done -- but your readers need to be able to tell which you're doing. How do you do that? There's of course the brute-force way, saying it up front ("(Title) - An Alternate History"), but that's a little clunky. Fortunately, you have another path (one not so readily available to those writing historical fiction): introduce some element early on that is _not_ historically accurate. I trust that if your reader was confused then you're not writing something as blatant as Victorian vampires, but there are other ways to handle this. One is to refer to a historical or contemporary event (or state) that either didn't happen or happened very differently -- a passing reference to Britain's American colonies, or the long period of peace (no WW I), or that a character is looking forward to his upcoming cruise on the Titanic -- pick anything that works, major or minor, so long as it's obvious to the reader. Another approach is to introduce a technology that didn't exist then, though you'll need to walk the fine line between justifying it (why is that man wearing a digital watch?) and over-exposition (if this change isn't central to your story). Finally, you got feedback from _one_ reader; as Lauren said in a comment, do seek other readers before you rewrite your work. This person might be wrong, or inattentive.