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Both are uncharted could they be one and the same?

Nope.

Even though the Unknown Regions are mostly uncharted, it is still part of the mainstream galaxy -- hence why most conventional ships can hop to that sector quite easily.

This new galaxy is just that: a completely different/divergent galaxy that is "far, far away" from the mainstream galaxy.

To me it seems weird to introduce a whole new Galaxy when you have a part of the main Galaxy that is largely unexplored and unknown what sort of dangers lurk there.

Cool either way I suppose.

They built up some of the threats and whatnot that exist in the Unknown Regions during the Thrawn novels(ie. the Grysk)... And Exegol was also a big thing in RoS.

So I'm assuming Filoni didn't want to have yet another 'big bad' lurking in the Unknown Regions, as that would muddy the waters even more for the ST-era. So imo, he did the right thing by having all of this take place outside the main galaxy.

Not even the first time we've seen a different galaxy in Star Wars. There was the rendezvous point at the end of ESB at the edge of the GFFA, where the Rebels were looking upon another galaxy (which was later retconned to like a forming star or some shit).