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Nietzsche’s characterization of truths as illusions or fictions amounts to calling the empirical world, the world accessible through common sense and science, illusory or fictitious. His history of the “true” world [in TI IV] indicates that he gives up ascribing reality to any world other than the empirical world (stage 5), and that he recognizes that this requires him to relinquish his claim that the empirical world is illusory (stage 6). That he puts the logical consequences of stage 5 in a separate stage [i.e., stage 6] gives strong evidence that Nietzsche later recognized his initial failure to appreciate the consequences of denying the thing-in-itself [as he first does in BGE], which means that he himself went through a period in which he denied the thing-in-itself, but continued to characterize the empirical world as mere appearance or illusion.
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Maudemarie Clark (Nietzsche on Truth and Philosophy (Modern European Philosophy))