The "Near Realms" - Jeis'suul & Jied'vuun

The Cosmology of the Outer and Inner Dark...

The world of Gothenya exists within the confines of three dimensions collectively known as the Prime Material Plane. However, as seemingly all encompassing as this is, it's not anything near the full extent of the cosmos. Parallel to the prime, overlapping it and even surrounding it, are other dimensions, not normally accessible by mortals without the use of powerful magic (or technology).
The homeworld of the Sidhe: Vala'Suun (elves) and Isagorn (goblinoids), amongst others, literally overlaps Gothenya - yet in a dimension parallel to our own. This world, Jeis'suul is invisible, inaccessible to most mortals, yet if one were to scratch the surface of reality, they'd find a vibrant world just beneath our own.
Jeis'suul occupies a pocket dimension within the greater Ethereal Plane. The Ethereal is commonly known as "The Near," because it lies just below (or above?) the surface of our own reality.
Jeis'suul, as a world with several moons, consists of both an Overworld and an Underworld. They Fey Court of the Vala'Suun rules the overworld, and enforces its strict laws of beauty and majesty. They alone decide who and what gets to attend court and even simply bask in the light of their sun.
Ages past, close cousins of the Vala'suun, today called the Vu'un (demons and devils to some), were cast out of the court for daring to stand against the notions of the Vala'Suun. Both those of beauty and sentiment. The Sunlit Court of the Vala'suun condemned the Vu'un to the underworld of Jied'vuun (literally beneath the surface of Jeis'suul), where the exiled beings formed their own "Midnight Court."
In the underworld of Jied'vuun, things are literally upside down, in mockery of the fair court above. The most prominent of its cities, Malanochi, rivals the size of Nerwynal, fae city of the Sunlit Court.
There, in the darkness far below, the cousins of the Vala'suun, whose name has been stricken from history, became the Vu'un. These newly minted "dark fey" (or "dark Sidhe") used the blackest magic to pierce the veil of the Outer Dark, thus contacting the Far Realm.
The Far Realm exists beyond an astral curtain at the far edge of the cosmos. Though spatially, it exists within the Prime Material (via the Astral Plane, which is also "Space"), it also exists everywhere simultaneously, like a dark mirror of the Ethereal.
It's denizens are beyond the ken of mortal understanding, and those who've attempted (or succeeded) to contact the creatures of the Outer Dark have all been, to a man, driven mad.
However, the Vu'un did indeed make contact with the Far Realm, and it didn't destroy them. In fact, it changed them in a manner which provided them even greater power. It mutated their bodies. Altered their minds. Pushed them father away from their relations to the Vala'Suun.
The gate that they created, through their meddling, to the Far Realm is now forever open. It's become a Middle Realm of sorts. A dimension bridging the other dimensions. Here is where Pandemonium lies. Where Hell and Hades can be found. Or even the Abyss. The Vu'un even mated, it is believed, with unspeakable beings from the Outer Dark. From the deepest recesses of the Astral Plane.
The Outer Planes all seem to exist within the nexus where the Near and Far meet. The Midlands, so to speak.

Cosmology

The cosmology of the physical universe includes the Prime Material plane (of the three standard dimensions) which encompasses all the known worlds and the spaces between them, along with the astral curtain that blocks the prime from entering the Far Realm. Whether or not this is naturally occurring, or the result of some greater, sentient mind, is unknown. In any case, the barrier seems to protect mortals from forces beyond their understanding and sheer ability to contemplate without inducing madness.
The prime is surrounded and penetrated by the Ethereal, also known as the Near (or the Near Realm). All creatures of the Near exist in a 4th dimension of sorts. That is, until they cross the barrier to the prime, at which time they often lose their ability to see beyond the veil of the Prime.
The Far Realm can be accessed via the Near Realm, if one were to venture into the underworld within the 4th dimension. There they would find the Midlands, which act as a gate (a very large gate at that) to the Far Realm.
Within the Midlands lie the Outer Planes of myth and lore. Places where the Gods are assumed to have originated from. This, of course, has yet to be proven, but many religions rely on this assumption. Even the Gods of Mount Celene are believed to have come from the various pocket dimensions that dot the surface of the Midlands.