Lyxen
Great Old One
I beg to differ, in the original spelljammer, the sphere is actually the most solid part of the geography of the plane, it's an impenetrable boundary for the prime and all its linked planes. In the phlogiston, none of the other planes "exist".
This is not the take of 5e on the Feywild and the Shadowfell. They are echoes of the material plane, and although they might resemble it more or less, they are not like the ethereal, with a border ethereal and a deep ethereal. They are really parallel: "The Feywild and the Shadowfell are parallel dimensions occupying the same cosmological space, so they are often called echo planes or mirror planes to the Material Plane. The worlds and landscapes of these planes mirror the natural world of the Material Plane but reflect those features into different forms—more marvelous and magical in the Feywild, distorted and colorless in the Shadowfell. Where a volcano stands in the Material Plane, a mountain topped with skyscraper-sized crystals that glow with internal fire towers in the Feywild, and a jagged rock outcropping resembling a skull marks the spot on the Shadowfell."
You can have a look at the explanation in the FR, for example: "When Shar created the Shadowfell, the Demiplane of Dread fragmented and each Darklord's realm settled into a spot somewhere within the newly created plane, possibly attracted by the plane's sinister nature. Within the Shadowfell, these realms became known as the Domains of Dread. Despite Shar's dominance of the Shadowfell, the Dark Powers still had control over each of these Domains."
So basically, the Feywild and Shadowfell are parallel echoes, they can be widely different from the prime meaning that the part containing a "domain of dread", although probably somewhat sinister on the prime, is not necessarily linked to the domain, but it's not "deeper" and not in a kind of new dimension orthogonal to the existing ones.
