While everyone seems to believe that the events in FoD occur on Wu, it seems entirely possible, maybe even probable, that the events are actually occurring on another world or, and this is where my theory gets crazy, on one of the moons of Wu. Whilst I have no evidence to support this theory, there isn't really any evidence to disprove it either. From very early in the series (I believe even as early as GotM) we have numerous mentions and hints of other moons and civilizations warring upon them. With it stated as fact that Wu did at one time have at least several other moons other than the current remaining one that are no longer visible, it is not so big a leap to think Kharkanas, Omtose Phellack and the rest are actually on one of those moons rather than on Wu.
The ramifications of this could be numerous and far-reaching. The shattering of Kurald Emurlahn may not be so much the shattering of the elder warren of shadow, but the shattering of the moon. The other elder warrens may not in fact be separate realms at all but larger fragments of the shattered moon saved by the intervention of Azathanai, Elder gods and collective racial power and deposited into K'ruls warrens, growing into the Elder warrens over time. The "ship" that the High King is mentioned to be building could even potentially not be a sailing ship, but a form of space ship.
Well that's my crazy theory, hope you all enjoy it. Please let me know any feedback and thoughts you may have in response to this insane theory
