Between the land of the living, where the quester must begin their journey, and the Court of Silence, lies a yawning void where all matters are questionable and nothing maintains a reasonable form. Most of the time it is a dim, cold, empty fog, and from that it gets its name of the Grey Zone.
This Grey Zone is inhabited by all the haunted and lost souls who could not enter the Court of SIlence. There live the twisted and malevolent spirits which prey upon life and death both, sucking all energies into their hollow souls. And there too pass all mortals and immortals whose paths cross from one world to another.
Thus it is known that a soul of one newly-dead, whether by illness or wounds or violent magic, travels first through this frightening region known as the Grey Zone. Many mythologies know of their own deities which will guide the newly slain through the region. These deities are collectively known as psychopomps and ensure the safety of those who deserve it. The formlessness of the Grey Zone is reflected in the many ways of transporting the souls which occur among these divine guides. Some boat them, some guide them on butterfly wings, some ride upon bleak dragon skeletons, some swim like fish, and others walk upon a variety of paths. All are surrounded by the same dangers and cold silence.
The obvious dangers of the Grey Zone are becoming lost, malevolent spirits, discorporate shamans, servitors of hostile gods, and even Chaotic entities.
From the Grey Zone it is possible to go deeper (or perhaps it is further) into the realm of gods and mythology and directly experience the eternal God Time. Floating sky islands, bridges to the Spike, wandering planets, and more. Here we can directly experience and interact with the divine powers that drive the cosmos.