History in separate table? Yes or no?

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To separate history or not to separate history?

A client consists of one or more entities. These entities always belong to one client and can be ended and then introduced on a later time.
So, i have a dimension client and a dimension entity. Relation client-entity = N:M
Bridge table in between them. Table is called relation.

I want to keep the history of the relation between the two and I also want to keep the history of the client itself and the entities.

I want it to be easy to answer the next questions:
- Which relations did client AA have last december and what WAS the contents of the attributes of client AA and his entities THEN?
- Which relations did client AA have last december and what IS the contents of the attributes of client AA and his entities NOW?

What is best?
Putting current and history data of dimension client in one table or separate it in a current and a history tablel?
Same question for dimension entity

One goal of dimensional warehouse design is ease of use. Is it easier to query one table or construct a UNION SELECT?

I'll answer that, one table.