And more notoriously (though I don't expect or want this to be a part of 5e Planescape) if you were a divine spellcaster in the planes, your connection to your deity got weaker the further away you got from their home plane alignment-wise, which made things REALLY difficult when your LG cleric of LG Heironeous took a quick jaunt to the Abyss and was suddenly casting all their spells at -4 caster level or something.
That was a really nasty setting option for clerics, and I expect much like how 5E Spelljammer totally skipped the same thing for crystal spheres / universes, they will skip this too in 5E Planescape... (In 2E Spelljammer, your spellcasting ability depended on whether your deity or a similar god was worshiped in various spheres - if you did not have anyone similar, all you could cast were 2 level spells max. Ouch!)
The Lady of Pain is a terrible NPC. She's iconic. She's memorable. She's mysterious. And the DM and players are told that PCs should never ever interact with the Lady of Pain. That is an awful NPC.
She is not an NPC and never was. She was an enigmatic plot device. Much like say, how you cannot use fire in the phlogiston or it goes BOOM, you cannot do certain reckless things in Sigil, lest her shadow falls upon you, or you get mazed.
I found it honestly weird that in Die Vecna Die, the Lady of Pain was out there among the factions and actually asked for your help (via the Dabus) at all, because this clashed with what we have learned of her.
She is enigmatic, and she is best left like that. Like how in DC comics, the Time Trapper was revealed to be various characters at various points and it was always underwhelming. Best just leave that identity secret.
I'd like a good focus on Sigil, before the faction war. Factions similar to the guilds of ravnica could work, though I'd like to see benefits gained through ranking up beyond just room and board, actually gain some special abilities as you further align yourself with your factions beliefs
Honestly when reading Ravnica I was like "why did WotC not sue MtG, they totally ripped off Sigil!"... but I guess maybe they already owned MtG by then? I never followed Magic much, so I dunno.
If the Lady of Pain is going to be a major feature of Sigil, there needs to be some better guidelines for how PCs interact with her. Sure, most Sigilites will never interact with her, but PCs aren't most people and they do things that most people won't. 'Banished to the Mazes forever' sounds great on paper, but what does it mean when it actually happens to your PC party, for instance?
Mazes are not forever. They work like the wizard spell of the same name. You can find your way out, with enough intelligence and time. Maybe also meet others in the maze. Do look up Planescape Torment. You can get mazed in that game, if you say, start killing people and defeat the Harmonium patrols who show up, or - the easiest way - join the cult of a god of portals which is strictly forbidden by the Lady. It's a fun side adventure in the game. And maybe your players will think twice then about crossing the Lady afterwards.
Xanxost had a similar vibe - so funny and unpredictable and OH GOD HE'S EATING MY FACE THIS HAS TAKEN A TURN.
Oho! - as he liked to say. I hope Xanxost returns as an NPC in the adventure, or a narrator. He perfectly encapsulated Slaadi, they are like Klingons without the whole honor system, love to fight and might attack you or help you depending on how the mood strikes them.