Keening (and to some degree the Shadow Rift) aren't even domains like Forlorn or Markovia or the like. which exist primarily to provide a venue for one particular adventure to pan out. These are domains that are actually adventure sites in themselves and not much else. They've got no local PCs, are dominated by undead and shadow fey respectively, and what societes that do exist here are very, very inhuman. Your PCs are not going here to help hunt a monster that's preying on the locals, you're going here in search of something while the majority of the locals do their best to hunt you. Even Verbrek is friendlier.
We only get about 10 pages on the domain, plus the darklord profile for Tristessa (a name that very roughly translates as 'woman of tears' I think - TSR occasionally tended towards the Games Workshop School of Extremely Obvious Names). Which isn't much of a surprise, given how desolate and unpopulated the place is.
Keening is roughly rectangular and surrounded on two sides by Tepest (which does not make the Tepestani happy), one side by the Shadow Rift (the Shadow Rift doesn't make ANYBODY happy), and one side by Darkon (in particular, one of the least-well-documented and most isolated areas of Darkon in the far northwest corner of the Mountains of Madness, so most Darkonians are far enough away that they've got other more pressing sources of unhappiness than Keening)
Ecologically, the place is dead. Nothing more complex than lichen lives here, clinging to rocks in the stark mountains. Every single creature listed in the suggested encounters sidebar is undead. The land is rugged and barren, an extension of the Mountains of Madness with all life scoured out - bare gritty soil and cold crumbling rock. The lone peak of Mount Lament (and the tunnels beneath it where Tristessa dwells) stands in a flat wasteland.
(Why is there no really high-altitude domain? Perhaps a Himalayan-inspired one? I recently read the excellent 1920s-set mountaineering horror novel Thin Air by Michelle Paver, and that's begging to be made into a domain. Do not waste your time on Abominable by Dan Simmons though - I loved The Terror, but Abominable is one of the legitimately worst-conceived books I've ever read. But seriously, obsessively gloryhungry imperial explorers, abandoning your stricken friends in pursuit of fanatical ambition, yetis, high-altitude monasteries, the callous exploitation of local porters, sky burials, frostbite, horrible slow deaths and sudden precipices, the frozen corpses of failed mountaineers slowly emerging from ice or being ground down by glaciers - and if Jeremy Wade is to be believed, down the mountain a bit in the meltwater rivers lurk massive man-eating catfish. This stuff is Ravenloft gold...)
I'm a little unsure about the origin of this geography, probably because I'm not very well across how this place worked before the Great Upheaval. S recognises the geology of Keening as resembling bits of the Mountains of Madness, which I BELIEVE was once part of a bigger domain called Arak which spanned both parts of what is currently Darkon and the Shadow Rift. The Tepestani talk about seeing the mountains shift and rise as Keening emerged, so obviously Keening is no longer in its original place, but Tristessa's backstory is integrally entwined with Loht and the Arak (the fey people who call themselves by that name, not the defunct domain), who live in the Shadow Rift. If I had a pre-DoD map of the core I could probably figure it out, but the geography remains confusing and unintutive to me, and to be honest this (and similar occurrences is Valachan, Gundarak, Verbrek/Arkandale etc) is a bit of a barrier to entry for a new reader. Metaplot getting in the way of gaming setting.
There are exactly two places of any interest here. One is a small village once populated by humans, but the unnatural scouring sandstorm that heralded the domain's creation slew them all, and now they're all skeletons mindlessly aping the activities of their daily lives. Which is a creepy image, though it's one we've already done in Necropolis, though when it comes to using it in an actual game Keening has the advantage in that your PCs won't drop dead within a minute of crossing the border.
Second if Mt Lament itself, Tristessa's lair and the lair of the undead fey she draws magnetically to herself. If you want an eerie and eldritch dungeon, this certainly might fit the bill. Labyrinths of tunnels, quicksilver-mirror pools of memory, lost artworks, ennhanted mushroom groves, elegantly carved locust statues that offer prophesy in exchange for riddles, weapons and forges of the shadow elves who dwelt here before Tristessa's ascension. It's probably more of a conventional D&D monster-bashing dungeon rather than anything particularly Ravenlofty, you'd need to weird it up a bit. Perhaps Van Richten's Guide to the Shadow Fey might have some ideas? It's been a while since i read it, though i thing it was primarily written for parties hunting a single roaming fey rather than planning to assault their underground fortress.
Tristessa is a bit confused, racially. Originally written as a drow, then later retconned to a 'shadow elf' when the Powers That Be decided they didn't want drow in Ravenloft, but unlike basically every single other of the zillion elf subspecies spawned over 2e and 3e, shadow elves are literally fey rather than PC-type elves. I think this is a missed opportunity, to be honest. Making Tristessa a regular elf (before she became a banshee) at least potentially gives PCs an angle to want to interact with her, or perhaps you could link her with the elves of Nevuchar Springs, or even Sithicus if you're playing fast and loose with canonical Ravenloft elf-lore? Even someone plausibly knowing a bit about her might be useful, and might set PCs on the track of actually investigating her rather than avoidance or beatdown. As it is, she's a monster who was murdered by another monster for her monstrous deeds in the service of a monster-deity and became more monstrous as a result, and she lives in a deadly dungeon under a deadly mountain the middle of an isolated desolate wasteland with basically no reason for sane people to ever want to come here.
Tristessa was a member of the Arak fey, and a really nasty priestess of not-Lloth. This drew the ire of other shadow fey, and in a vicious proxy war (proxy because Arak are forbidden from slaying other Arak by ancient law), she was defeated and cast out. Loht, the prince of the Arak, violated the sacred law and staked her and her newborn half-fiend child out to die in the sun. Oddly, this vastly transgressive act AGAINST her rather than by her, was the event that triggered the formation of the domain of Keening and Tristessa's becoming its darklord. I really don't understand that. Them wacky ol' Dark Powers, amirite? Currently she is (unhelpfully) pretty much mad, although she'd incurably vicious and tyrannical into the bargain. She WAS a high-level priestess of not-Lloth after all, you don't get to that status by being warm and fuzzy. You can distract her for a few days by bringing her a live child that she can mistake for her own for a while (this is what S does, to the pangs of her own underutilised conscience - S has something of a regretted history of sending children off to play with undead creatures after all...), but as soon as the child inevitably dies Tristessa is not going to be happy with you, or anyone in the world for that matter. She's not an active Darklord, she mostly just lurks in her cave or wanders melodramatically across the mountain barrens, sending out her slavish undead-fey minions in the vain hope of finding her (long dead) child alive.
Using Keening in a game. Hmmm. That's a tough one. Obvious way to have a Keening one-shot is to have a party in Tepest or southern Darkon and have undead fey steal all (or some, or a particular one) of the local babies, and for the PCs to have to try to rescue mount a rescue before Tristessa (who has a touch attack) cuddles it/them to death. But that's a fairly straight up-and-down plotline. To actually explore the motivations and origin of Tristessa, you're going to have to deeply involve the Shadow rift and learn secrets that Loht would murder anyone, much less a bunch of smelly mortals, for knowing. Keening doesn't stand alone well, you do need Loht here too, and you need to know about the Law of Arak. The dynamic is very odd. Are there any other domains which clearly originated in the act of someone other than their founding darklord? Or which you have to travel to another domain to learn about? Necropolis, maybe. The other reason you might come here is to seek a prophesy from the Locust King, but jeez, if you can survive under Mt Lament long enough to do that without feeding babies to Tristessa, then you could probably just cast Commune or Legend Lore and save yourself the trouble. And here we run into the Shadow Fey problem again - basically no mortal knows the Locust King exists at all. If Tristessa had been an elf, even a weird one, then it'd be more plausible to learn than information. Or maybe you could seek something in the now-dead human village? But jeez, it seems odd to come to Keening and visit a minor village full of mundane and relatively inoffensive skeletons and studiously avoid everything that makes Keening Keening...
I'm not in love with the place, fairly clearly. It's a horrible out of the way part of the world, and despite its atmospheric underground fortress, you actually need to travel to the next domain and learn basically all its most shameful secrets if you're planning to treat the darklord as anything other than a boss monster to be punched. Mt Lament is a strong point, and the ghostly processions of slain fey as they troop glumly into Tristessa's enslavement is a creepy picture too. But ... how do you get here? Why do you come here? Honestly, if there's anything that cried out to become a pocket domain, it's this. It's a FEY domain, and the fey are known for appearing and disappearing weirdly. If Tristessa and her dead faeries trooped across the lands on the night of the half moon, stealing babies and taking them into her domain via otherworldly doors that opened in local cliffsides and would only exist for one night ... THAT would be a better use of the concept.
Again, no PC pic here. Everyone who ever lived here is dead.
Next, the Shadow Rift. Cos what low-magic gothy investigative Ravenloft really needs is a CR 40 darklord...