Sounds like you need to lighten up if all you can handle is Grey and Dark things, there is Light as well. There is a whole world out there to explore, you don’t have to be giddy about anything, but opening up your mind to all the possibilities is the best way to DM.
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The Lands Within the Wind is mentioned a few other times in the campaign book, the index at the back documents those. I wonder about other 4e Dark Sun products, I don’t have many of those though.
Besides, the Fair Folk are hardly an objective force for good. Fey are nature spirits, simple as that, most stories involving the Fair Folk involve them victimizing humanity. 4e went with the Feywild being a thing as a nod to the idea of Arcadia of myth. But there’s no reason the fey need a home plane. As long as nature exists, the fey have a justification for existing.
If fey are much of a thing they are in a camp similar to druids, they are opposed to defilers, but not necessarily the PCs’ allies. They certainly could be, but fey also offer means of adding greater depth to the druids of Athas without having to whip out a spirit of the land.
On a thematic level, desert spirits are easy enough to fit into Dark Sun, as well as perhaps even forlorn fey that recall the splendor of the green age and are now embittered towards what the world has become. Athasian fey would guard oases viciously, they would be creatures of mirage and blinding sunlight, they would command sandstorms and dust devils, and they would likely be close allies with the cannibal halflings of the forest ridge.
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@Star-Sage I hate that I love everything about that last post - it’s fantastic. 
I ALMOST want to jam Fey into my DS headcannon now.
That view of Fey feels like it blends they really hard with (para)elementals - which is probably appropriate.
I imagine potential for ‘partially’ undead fey - thinking zombie-esque unseilee nymphs guarding the outskirts of a oasis surrounded by defiled lands, etc…
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Well said, they don’t have to be a force for good, but the chaotic nature of them means they could be a force for anything depending on their whims. The corrupted or embittered fey are probably the most frequent that you would find on Athas for sure, but that doesn’t mean they all have to be.
I created an arch-fey satyr that dwells within a tiny pocket of the Feywild within my underdark area where the mushrooms grow large and will o wisps and other fey live within the tiny pocket of what is left of it. He isn’t able to leave though, trapped within this tiny realm that is left of his once large domain, he needs a magical key that can open the lock that holds him there, the players just happened to grab it out of a garbage pile in another side quest they went on… It’s going to be an interesting little side quest for the players if they go there… and if they don’t, I have it for another campaign… if I survive this cancer anyways…
Technically the Grey can have Fey, it is called the Shadowfell in 4e… so it’s not just the blank area where ghosts roam, there are actual places there, the parts of the Feywild that have been absorbed into the grey are probably Nightmare Before Christmas like.
Furthermore, demiplanes should be able to still exist in the loosest sense. Spells like mordenkainen’s magnificent mansion and magic items like bags of holding were never stated to not exist as far as I know.
Don’t get me wrong, any demiplanes that exist on Athas would be tiny things that I doubt would ever get larger than a city (with most being far smaller), but that does allow for the 4e take on fey to make some degree of sense. Personally I envision any demiplanes to be dangerously close to the Grey and the Black to the point of needing routine “maintenance” to prevent denizens of those realms from overtaking the demiplane.
Imagine if Pyreen created demiplanes all over Athas as a way of hiding from Rajaat and his champions. With many of the Pyreen now dead anyway, a lot of those demiplanes could then be occupied by new tenants so to speak. If fey dwell in such realms they may have even learned to create demiplanes from the Pyreen.
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So… on a day we want to play the grey fey, where do they lay? 
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I wanna say that in the PP, Tithian was in a Bag of Holding and ended up in the Gray. Don’t remember how that went down, though.
But, yeah, demiplanes.
While not a true demiplane, I’d imagine Athas has a psionic mindscape like plane where mental combat and converging minds meet.
I have termed that demiplane the Cosmos in my game, it’s like the Astral, but only psionics abound there, and magic is absent. In the true Astral, it is extremely magical so it doesn’t make sense that it is accessible directly from Athas, but perhaps bags of holding, and various other things are able to access the Astral… which begs the question, can you get to the Astral, by jumping into a bag of holding and ripping it from the inside, which will spill you out into the Astral? Probably. And you wouldn’t have a silver cord as well… but I digress…
Jason and others, after your excellent contributions and a paradigm-shifting nudge from our @Star-Sage I stand corrected.
I might just consider looking into the fey whenever I am looking for a nature spirit like creature.
I like the druidic, para-elementalesque take on them. I am an even bigger fan of the suggestion Pyreen haven taken refuge in such demiplane pockets, especially since one of the things I recently read totally plugs in with that – which is a Dark Sun take of the Pathfinder Kingmaker (aptly retitled Sorcerer-Kingmaker) Adventure Path: Category: Sorcerer Kingmaker - Building Paper Mountains
The big bad in that reskin is in actuality a Pyreen living in a pocket dimension / demiplane.
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I have an idea for my campaign. It would only work if the players made a pact with my Arch-fey, but maybe I would create a personalized list of spells that the Warlock could use, based on the Arch-Fey’s domain. And since the Arch-Fey’s realm is so diminished the Warlock starts out as only a half or quarter caster.
The idea is this, in the course of the campaign the Warlock is tasked with expanding the Arch-fey’s domain. Restoring parts of the Feywild that have been lost to the grey… I’ve been thinking about how that could be accomplished mechanically. I was thinking of homebrewing a few spells that would serve this purpose, something like a Feywildcraft spell that takes a spell slot to use, which takes the soul of a dead or undead creature and purifies it and then expands the Feywild domain of the Arch-Fey, which eventually will allow the Warlock to have more spells, once the Arch-Fey has a larger powerbase.
Any other ideas on how this could be accomplished mechanically?
Perhaps stealing energy from the elemental planes or the cosmos could work as well, but since the Feywild is in in direct opposition to the Grey that to me seems like the best candidate.
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I’d do it wirh story (your pitch SOUNDS like the warlock’d just casting spells/invocations - maybe i just misunderstood), using missions to restore life and vitality to lands on Athas around where your Feywild exists. Maybe through setting-up Druids in those areas, or just taking out Defilers operating there.
And you’d need 1 or more MacGuffins, let’s call it a Wildseed. It’d have no immediate effect on the land on the prime (Athas) but would expand the Feywild into that region as well - maybe an 30ft diameter area (that is just barely touching your Arch-Fey’s pocket) that slowly grows with time.
I imagine (but maybe not) a plot would be more satisfying to the players than a spell/invocation.
If you like having the Feywild & Gray at odds (not sure that was specifically a thing in 4e DS, but maybe it is - I’m not a huge fan of 4e), you could also have a T’liz or something in a ruin, connected to a Gray-tainted bit of Feywild. Take out the undead necro/defiler and undo its rituals, undo the taint.
PS: you can already use/drain souls while on the Gray to cast Arcane spells, so there’s already a link there you can play with, if you wanted.
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Cool ideas, thank you for that. Of course the Warlock would have to do more than just cast spells, there would have to be mini-quests at least to make it really appealing, but I haven’t got that far in my thinking about it… Perhaps the Wildseeds, you envision, are given to the player by the Arch-Fey and the souls reclaimed from the grey are used to “fertilize” them with Feyness, by absorbing the released spirits. And in turn the wild seeds grow whatever magical plants associated with the Arch-fey, in my case it would be large underdark mushrooms…
Perhaps the first quest given is to rid the current domain of grey influenced intruders to the Domain, a type of maintenance that is needed to keep the Feywild domain from being swallowed by the Grey.
I suppose a more sinister angle would be to allow the players to make a pact with an Arch-T’liz instead and they try to destroy the domain of the Feywild, but I’m pretty sure my players wouldn’t go that far, they would be more on the Feywild side, than the Grey side.
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Great.
That’d be a Crimson, they dwell on the Gray and sponsor T’lizes (Athasian kinda-liches).
You might try stealing plot points from FR: your general concept is very inline with their Nilshais vs. Sildëyuir concept. Any development of that could translate quickly to your plot.
Where would I find lore about Crimsons? I have never heard of them.
Wow that is a pretty cool supplement for undead on Athas, but there is almost too much information there.
I guess. There IS a lot there.
You’re gonna keep some, twist other stuff and pitch the rest anyway to run your game the way you want, right? (as you should)
I just usually take a look at a random page or 2, let it spark an idea, and go off running…