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Another option to look at for the remote write target is Victoria Metrics. I like this because it's a trivial single-binary install. You can point multiple prometheus instances at it with remote_write protocol (as well as various other write protocols and formats), and you can query it directly using a superset of PromQL.
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Given the limitations around ingestion of historical data maybe
remote write to Victoria Metrics would work better for us. I'll
also check out Cortex and Thanos Remote Write server. Victoria
Metrics seems like an simple install to play around with the
storage end at least.
No, you definitely *cannot* use pushgateway for this.
Pushgateway is only for recording the *last* metric written. It cannot record a history of measurements; neither can prometheus import historical measurements (by scraping or any other means).
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Given the limitations around ingestion of historical data maybe remote write to Victoria Metrics would work better for us.