Dark Sun had its own peculiar cosmology, with the Gray, the Black, and the elemental and astral planes, but no access to the Great Wheel or to other Primes. In principle, it was supposed to fit into the Planescape cosmology, but the writers went to some lengths to cut off any actual access between Athas and the rest of the multiverse (which would have wrecked the post-apocalyptic, Mad Max feel of the world). So I would argue it should count as a separate cosmology, in the same way as FR's Great Tree.
Dark Sun cosmology is a weird thing.
Originally, Dark Sun was part of the "regular" cosmology. There was nothing preventing you from going there via
plane shift or similar magic, nor anything preventing you from leaving. Epic-level clerics in particular were expected to spend some portion of their time tending to affairs on the elemental planes. The core box stated that fiends from the Outer Planes appendix could travel to and from Athas, but rarely did so, "only when summoned by dragons or great wizards". You also had three high-level adventures that all, to various extents, involved planar stuff (Black Spine was based around a gith invasion and featured lots of non-native monsters, Dragon's Crown had some fiends in it, and one of the goals of City by the Silt Sea is to destroy/steal/scramble the psionic artifact the villain is using to bring in resources from other planes).
The first hint of an alternate cosmology was Earth Air Fire and Water, the priest sourcebook. This book presented an alternate view of the para-elemental planes: Sun instead of Smoke, Rain instead of Ice, and Silt instead of Ooze (Magma remained Magma). At the same time, it added a moral dimension to clerics that hadn't been there previously: clerics of the pure elements tended toward good and preserving/rebuilding what fragile ecological balance Athas had, while clerics of the para-elements tended toward evil and destruction. IMO, that was a bad thing because I liked it better when you just had regular elemental clerics, and they could tend toward any alignment - elements being neutral and all.
Following that, you had plenty of planar elements in The Will & The Way, the psionics book. This had some powers that channeled planar energies, and some stuff on summoning planar creatures. These assumed the regular Great Wheel (though it mostly avoided non-magma para-elements, but I'm not sure if that was because it didn't presume you had EAFW so it would remain agnostic in that area, or if it was just coincidence).
Some time around this point, the
novels started pointing toward an alternate cosmology. These are were the concepts of the Black (sort of the Shadow Plane - separating that which exists from that which does not) and the Gray (the realm where the spirits of the dead go, which is mostly just a grey fog) showed up. The Black was mentioned in passing in the revised Dark Sun box, but not the Gray, and the revised box still had references to planar travel and included Baatezu and Tanar'ri on the list of Dark Sun-appropriate monsters from the Monstrous Manual.
It was not until Defilers & Preservers, the wizard sourcebook, that the Black and the Gray were given more context, and it was specifically stated that the Gray blocked most planar travel to and from Athas (somewhat less so in the Ethereal/Inner direction than the Astral/Outer). This was, on the other hand, the penultimate book produced for the line before the fall of TSR and Wizards of the Coast deciding not to keep publishing Dark Sun, and none of the previous material had mentioned
anything about planar travel being difficult on Athas.
The only other reference to Athas being isolated that I can recall was, I think, in the Complete Spacefarer's Handbook, which said that the crystal sphere surrounding Athas was unknown. The thing about being impenetrable is, again, from Defilers & Preservers.
