Blue
Ravenous Bugblatter Beast of Traal
Just to point out - there are spells and items that let you walk on the sky.So the answer to that is that truly nobody speaks of The Well outside of it in any other Realm to anyone who is not also a resident. It's as impossible as walking on the sky.

Even if you say that magic is too powerful for anything to pierce (including more powerful magic), there are still ways around it. Can your mind be read, your dreams invaded, a deity respond to a question, a corpse that is explicitly not you anymore answers a question, can the history of an object that was once in the Well be read, can a symbiote, mind flayer tadpole, or implanted slaad eggs travel back with you? A possessing ghost? A sentient magic item? Can you tell while under the effects of an anti-magic sphere or under a beholder's eye beam. Can you lie that it doesn't exist and have someone determine you are lying though mundane or magical means? Could someone with a tattoo find another magical way back, and be tracked while doing so?
I say this not to be negative to the idea, but to give a chance to come up with counter-strategies.