Nights In Lankhmar
The residents of Nehwon, generally speaking, do not have an intricate cosmology. There is Nehwon, then there is the Cosmos (meaning space, the stars, and the places where the gods reside), which contains Nehwon, and then there are The Cloud Shores, which is where the Eldfolk reside. Sometimes scholars suggest a fourth realm, the Shadowcaves, where the demons dwell, thus explaining how they remain obscured from the wrath of the decieved Aktaruk.
Upon death it’s presumed the soul joins the Gods in the greater Cosmos, residing with them as an indistinct spirit, existing everywhere at once: “If you can point and say ‘There, that is the wind’ or ‘There, that is the cold’ then you shall be able to find the spirits of those that have gone.” Souls that have pleased the gods become part of Beya; souls that displease the gods are poured into Adapel’s seas; souls that neither impress nor disgust return again to Nehwon to live once again.
it’s unclear whether the Cloud Shores are part of the Cosmos proper. Some believe they are “elsewhere” in a realm known only to Losivya. A few sages posit that they reside on the other side of The Gemlands or perhaps far to the west of Cythera. The most common belief is that they are behind Nehwon’s moon.
Presuming the Shadowcaves even exist, they’re most commonly believed to be deep within Nehwon, with the entrance (or entrances) in the high peaks of Stonegarden, the unknown east of The Gemlands or submerged beneath Nehwon’s oceans.