Hmmm....
Very interesting. Because I'm an 'unknown' I'm going to release the core rules of the game for free and then sell adventures and settings and splat books for a small fee through drivethrurpg.com.
I'm thinking this would be the best way market my ttrpg...
Again, I thought so too, but now I have many experienced RPG industry people who work closely with me, and it was their emphatic suggestion that I release my products as described in my post.
Of course, I guess it depends upon your setting, (and mine isn't a free setting).
Mine, being Japanese horror, a genre not really in existence in the tabletop industry - being a new thing, I had to prove there was actually a market. While publishing a set of adventures isn't cheap either, for 3 modules and cover art, interior art, maps, writing, editing, page layout (96,000 words), cost less than 1/3 the cost of producing a Gamemaster's Handbook, and my intentions are to create that, a Player's Guide and a Bestiary.
Also since the module trilogy release, I have also released 7 other supplemental products for the setting between that first set of adventures, and my current Kickstarter to create the setting guide books.
Setting books cost more and without a defined ready market interested in my product, the likelihood of success was small. Adventure modules, also a sought after product, costs less to create, so by successfully selling those, I created a market with it. (Also note my setting books are intended to be printed books with accompanying PDFs - so my setting has a much greater expense.)
Consider that there are other Kickstarters out there being created by equally unknown quantities, who haven't pre-built their market, such as I have and those Kickstarters (no matter how great the product really is) tends not to make funding. While mine reached funding in about 2 weeks, with many to go until completion of the funding portion of the project.
I'm not saying that you creating your setting first won't succeed, it's just harder to succeed (financially) doing it that way.
On the other hand, last Halloween, I released a free one-shot adventure, Frozen Wind - since then, I'd say lots of my current customers and Kickstarter supporters first began looking at Kaidan, only once the free adventure was available. Free stuff does help sell your products.