1) Yeah, I remember that issue; I recall thinking that, if you had to make Athas have its own cosmology, that was "good enough."
2) The Black, like the Grey, appear to be some sort of dimension/plane tied to Athas, apparently both replacing its Border Ethereal (the Grey seems to mostly fill this in, being the "larger" of the two).
3) It's never stated, but I always wondered if this was why its crystal sphere was impregnable (that or that 11th-level spell from the Forgotten Realms Arcane Age: Empire of Netheril boxed set that seals a crystal sphere).
1) I felt it was a bit lacklustre, and lacked the vibe and sophistication of the setting.
2) I think they work best as dimensions tied to Athas, not planes (as you still have the Ethereal, and an Athasian domain in Ravenloft), I remember (been awhile) Basic D&D cosmology separated planes and dimensions clearer than AD&D.
3) Hmm, very interesting, I like it; and I knew I should have picked up that boxed set back in the day!
Hey, thanks again for the juicy Athasian cosmological tidbits.