The Ethereal Plane
The Ethereal Plane is one of a few that closely borders the Material Plane, along with many others. While the The Shadowfell and The Feywild are largely mirrors of aspects of the Material Plane itself, the Ethereal is best thought of as an in-between place. Though the Ethereal Plane proper has its own myriad attributes, most people's experience of the Ethereal Plane is kept in the Border Ethereal, which can be thought of as the shallow end of the plane. Here, the plane closest to the Border Ethereal (whether Material, Shadowfell, or other) can still be seen and heard at a limited distance in shades of grey, though it cannot be directly interacted with. The Border Ethereal is where ghosts and similar creatures most often disappear to and appear from.
Our heroes have had more experience with the Border Ethereal than most thanks to Strahd's nightmare Beucephalus, who was instrumental in his use of vampiric spies through the party's early weeks in Barovia. Once the nightmare was temporarily killed, this became less of a problem, though its return at Strahd's hand turned out to be an unexpected boon: with his bond not yet fully solidified to the fiendish beast, corrupted aspiring Darklord Ismark Kolyanovich was able to bend the creature to his will instead, facilitating a mass breakout of Castle Ravenloft's prisoners, leading to Strahd's demise shortly after.
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