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From the Wikipedia article for 源頼朝:

源頼朝は、平安時代末期から鎌倉時代初期の武将、政治家であり、鎌倉幕府の初代征夷大将軍である。

Clearly, 平安時代末期から鎌倉時代初期の modifies 武将、政治家. However, what does the 平安時代末期から modify? Is 鎌倉時代初期の treated as a の-adjective here, grammatically?

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First, I assume you have the basic knowledge discussed in this question:
Why can we use の after へ and から?

In short, 平安時代末期から is like an adverb and modifies a verb. 平安時代末期から is like an adjective and modifies a noun.

  • 平安時代から武将 a bushō from the Heian period (say he's a time traveler)
  • 平安時代から知られている to be known from the Heian period
  • 月へ旅行 a journey to the moon
  • 月から帰還 a return from the moon
  • 月へ旅行する to travel to the moon

When two or more phrases modify the same noun, usually such の is not omitted:

  • 僕と月へ旅行 a journey with me to the moon
  • 月へ僕と旅行 a journey to the moon with me
  • カナダから重要な手紙 an important letter from Canada

However, since から and まで/へ are used together very frequently, AからBまで or AからBへ is treated as one set, and the の after から is usually omitted:

  • 地球から月へ旅行 a journey from the earth to the moon
  • カナダから日本までチケット a ticket from Canada to Japan

In your example, there is no まで after 鎌倉時代初期, but I feel inserting まで there is somewhat out of place, or at least redundant.

So I think this 平安時代末期から modifies nothing by itself, but it modifies the noun phrase "武将、政治家" when it's coupled with の.

  • 平安時代から武将 (modifies a noun)
  • 平安時代から鎌倉時代武将 (modifies a noun; の after から is omitted because it's the "from A to/till B" pattern)
  • 平安時代から秘密武将 (modifies a noun; の must not be omitted)
  • 平安時代から現代に来た武将 (modifies a verb 来る)
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