This witchlight module that WoTC is putting out is intriguing to me, especially the carnival that comes with the setting. Obviously the Feywyld would be blocked by the Grey, but I wonder about adding small pocket domains with fey that might reside inside of the Grey, perhaps even on Athas.
Are there any canon fey on Athas I wonder? I suppose the closest place to that would be in the Halfling forests… perhaps they still reside there, who knows. Eladrin and Elves are technically descendants of fey of some kind, but they are very far removed from them.
One cool angle you could take with it, is that the Witchlight festival somehow arrived on Athas, but are unable to go back to the Feywild, and now it is stuck on Athas. That more fey can arrive on Athas, but they are unable to go back… That could be an adventure hook for the players to figure out how to help the carnival leave.