The short version of my explanation is that, in the Mad Max series, "Max Rockatansky" does not exist any more than "Jack" is a single boy who slew a giant, jumped over a candlestick, and went up the hill with his sister Jill
The long version is that the Mad Max series is a narrative within a narrative, with the movies being legends and campfire stories, an oral tradition of the storytellers of the wasteland, all of whom are, to some degrees, unreliable narrators because they're telling stories of things that happened a long time ago from their point of view, if they happened at all. The events of the movies are likely either exaggerated or outright invented whole-cloth in the same way that the myths and legends of antiquity were. "Mad Max Fury Road" is the founding myth of the Citadel, and if the Citadel is Rome, then Furiosa is their Romulus.
At some point, someone founded Rome, and the character in that legend may have been based on a real man, but how that man aligns with the myth is almost immaterial. The myths and legends of antiquity, crucially, all took place in what the ancient world would consider "the ancient world," in a mysterious far-off time period when the gods still mingled with mortals. Whether Max or Furiosa or Immortan Joe or any of the characters we see in the movie "actually existed" within the movie's world is as irrelevant as whether The Real Herakles at the root of the legend was actually the son of Zeus. In the story, he is.
"Max" as a character exists on the screen because a lot of the real stories in that world involve mentally unstable loners with obvious PTSD showing up, helping people out of a situation, and then leaving without telling anybody anyone about himself, and the oral histories and myths reflect that. "Max Rockatansky" is a stock character whose general identity and loose backstory is retroactively ascribed to any characters in any legend who fit that basic description.
To try to figure out the chronology and continuity of the Mad Max movies or the associated protagonist is like trying to figure out how it's possible that The Big Bad Wolf is killed in both "The Three Little Pigs" and "Little Red Riding Hood," or determine in what order Prince Charming married so many different fairytale heroines or why he never mentioned any of his past wives.
And, for the record, just to be clear so it doesn't seem like I'm overthinking this-- this is shown explicitly in the narrative, the second movie uses The Campfire Stories as an unambiguous framing device. The filmmaker behind the series has outright stated this is an intentional choice he made. This isn't just me taking the car explosion movie too seriously, this is the explicit text of the series
