I believe that only the most devoted Dark Sun fans could name more than a single city from within the setting, let alone draw a world map.
*raised eyebrow* I wouldn't consider myself a "most devoted Dark Sun" fan - I never read the Prism Pentad, and I didn't bother with most of the lore introduced after the original set, since the more I saw of it the less I liked - but I can name more than one city.
The PROBLEM with making DS a campaign setting along with FR and Eberron is that it breaks the idea that parts of D&D are interchangeable. It would be the first 4e campaign where lots of other material just wouldn't work. Warforged in Dark Sun?
Warforged work perfectly in Dark Sun. The sorceror-kings have all manner of constructs and undead that fight for them. Tieflings are the only race I could see presenting problems to integrate into the setting.
Anything from Divine Power? Any Divine classes?
Uh, you do realize that Dark Sun has ALWAYS had divine classes? Clerics and druids were in the setting from the get-go, and there was even a divine class designed specifically for Athas (the templar). The only divine class that was banned from Dark Sun was the paladin, and that was just because the paladin code clashed with the brutal pragmatism of the setting. 4E has done away with the paladin code, so the class works fine now.
Anything from Adventurer's Vault 1 or 2? What about all the monsters from MM1 and MM2?
What about them? I don't see the problem here.