"The Shadowfell" is a great name. Anyone who thinks otherwise needs to study up on their Middle English / Old Norse.
Some Definitions:
* Dire; sinister: by some fell chance.
* A thin membrane directly beneath the hide.
* An upland stretch of open country; a moor.
* A barren or stony hill.
My favorite is "the thin membrane directly beneath the hide." I like to think of the Shadowfell as a thin membrane directly beneath the world, separating this world from wherever it is the dead finally go ...
"The Feywild" isn't quite as good, but I can't offer anything better right now, so I won't criticize (unlike some). I like the idea of the Feywild, but calling it "the world of faerie" or "seelie" is too Irish (I want some other choices, like Shinto spirits). I also don't want to limit it to "green" themes, such as The Green or Arboria ... I like the idea of the Fomorian King in the Feywild Underdark, or the Goblyn Kings on the mountains ...
I'm going to use the word Elemental "Maelstrom." Definitely the best of the lot ..
Some other thoughts ...
* The Abyss is not a cosmological "drain", it's already been established that it was created when Tharzidun threw "the seed of evil" into the Elemental Tempest; and the Abyss grew from that. It's a growth of evil; it's not going anywhere. The real question is, how far will it grow?
* Sigil is the nexus of the Astral Sea, where all the threads of Astral Travelers pass through the center of the ring into the Prime Material. It's not the center though, just the Nexus.