The donuts are best served warm straight out of the oven with warm sauce. If you make the day before, just gently reheat in the oven. You can make the salted caramel sauce a day before and keep it in the fridge. The sauce will go hard, so when you melt it over a gentle heat and spoon off any excess oil that appears.
Unlike the modern day, rich foods in a traditional household would have consisted of sugar, fat, flour and eggs. Now I can't imagine in the 15th century (first records of pancake day and pancake tossing) they cared about intolerances or that a need for gluten and dairy free existed but, fast forward a few hundred years, or a wee bit more, and there is most definitely a need.