For example, the EU said that the Rule of Two was created at the same as the Sith disappearing, while in the movies by themselves, Yoda knowing about the Rule of Two makes perfect sense.
This has been something I’ve spent some time wondering about. I believe the EU explained this by becoming aware that the Sith survived, but killed someone who they thought was the last Sith Lord.
Though some things in the new canon do raise some questions. For example, the Sith Temple on Malachor introduced in Rebels has a series of tasks built into it necessitate two Sith working together, which seems to imply that the Temple was built by Sith who followed the Rule of Two, but since clearly a battle between an army of both Sith and Jedi took place there, it would seem to contradict that philosophy.
From the Clone Wars Episode where Yoda speaks to a vision of Darth Bane:
Yoda: Created the rule of two, you did.
Darth Bane: The Sith killed each other, victims of their own greed. But from the ashes of destruction, I was the last survivor. I chose to pass my knowledge onto only one, I created a legacy so resilient, that now you come before me.
This seems to generally match up with Bane’s Legends history.
What is weird is that Yoda seems to know the philosophy by name, and they are familiar with Darth Bane’s history and that he has a tomb on Moraband/Korriban somehow. But, in TPM, Ki-Adi-Mundi also claimed that the Sith had been extinct for a millennia.
According to Wookieepedia, the Jedi learned about the Rule of Two and Darth Bane, eventually confronted Bane and killed him, believing that they killed the Sith once and for all. But somehow, his apprentice survived and continued in secret, which explains how the Jedi know about it.
So, if they knew about the Rule of Two and killed Darth Bane, the Jedi must have believed his apprentice had also died somehow.
I hope they eventually explore this in a movie or tv-series. It would be interesting to see how they would approach this story in the new canon.