To be fair, the fact that The Mists can grab anyone or anything from anywhere including entire towns is pretty central to the core of ravenloft. Of course they would logically result in sometimes pulling in identifyayble bits of other settings .
That's entirely true, but I'd certainly argue that other that Lord Soth, pretty much none of these setting-hijacks added anything to Ravenloft other than another usually-ignored Island of Terror. They were just artifacts of TSR's 'everything must cross over with everything else' phase, which showed up in Planescape and Spelljammer from time to time as well.
Azalin was nominally from Greyhawk i believe, but there's basically nothing identifiably or thematically Greyhawky left of him by the time we meet him in Darkon. He's much more Ravenloft than Greyhawk. Hazlik is from Thay in the FR, thematically he became a confused muddle of commentary on ethnic and anti-homosexual prejudices - his FRness didn't add anything meaningful to Ravenloft other than in a nod-wink kinda way towards readers. Hey, he's a WIZARD who wears RED, did ya get that. reader, didja? Did anyone even USE Kalidnay in Ravenloft? There really wasn't any reason to go to Thakok-An's domain, and her curse and damnation weren't even that interesting. And it certainly annoyed Dark Sun fans because Kalid-Ma's disappearance just presented an arbitrarily unsolvable mystery in their setting. If there were identifiably Spelljammer or Planescape-based domains I must have missed them, Council of Wyrms certainly (and thankfully!) didn't cross over at all, and I'm not familiar enough with Mystara to have noticed one way or the other.
The most strongly 'Ravenlofty' of the domains tend to be the ones that were created especially for the setting. Barovia of course, but generally they trend higher-tech and more 1600-1800s in feel rather than the quasi-medieval default D&D setting assumptions - as one would expect given the heavy inspiration the setting draws from the Gothic horror tradition that wasn't really born until the Regency or Victorian eras. Richulemont, Mordent, Paridon, Invidia, Lamordia, Dementlieu are in my opinion the heart of Ravenloft as a living setting - they've always been portrayed as places where people LIVE, while more medieval places like Barovia, Sithicus, Darkon, Har'Akir, Kartakass are places that are generally places where adventurers from these places VISIT (I don't think it's coincidence that the iconic 'ally' character of Ravenloft, Van Richten comes from techologically-advanced and urbanised Mordent, rather than from more medieval Barovia, which is clearly the iconic
domain of Ravenloft). This is of course entirely in keeping with the Gothic horror tradition as old as the Dracula novel, in which the 'civilised' Englishman visits 'wild primitive' Transylvania and finds a monster there, which then propagates horrifyingly back in London.
But a lot of what we see this time round depends on what WotC uses as their primary inspiration, and what they see as the primary purpose of the book. The two big dilemma of Ravenloft design has always been whether the setting is merely a venue for regular D&D PCs to get trapped in briefly for a one-off (which is basically how CoS sees it), or whether it's a living breathing setting of its own, with its own inhabitants who are assumed to be natives of the place (the approach the 3rd ed books took). Personally I much prefer the latter (and i heartily recommend the first 4 Arthaus Ravenloft Gazetteers as some of the best D&D setting material ever, and i consider it a tragedy the series was never completed), but reading between the lines, and judging on the precedent CoS set, I suspect WotC will prefer the first option. To be honest, I don't even know to what degree WotC are even allowed to use the Arthaus material, from a rights point of view...