Utilizing the position of Central and North Shroud, and from locating those crystals from different directions, we can deduce that West Shroud would be on the map as follows
(I borrowed Itseotle's image to edit)
From what I can tell, we travel THROUGH the West Shroud every time we go from Central → North, and vice versa. The fact that we can see the same destruction from both sides (burnt trees and boulders near Spriggan Dig are the same as seen in the area south of Fallgoard Float). This proves that West Shroud lies directly between Central and North Shroud. This is also evidenced by the settlement marker on the map (purposely put there) that I circled in red. This shows that Gridania has some sort of hamlet or outpost in this region.
At this point, I'm assuming West Shroud is being treated like the Coerthas Lowlands, which we know exist between North Shroud and the Coerthas Highlands (and were accessible in 1.0), but now we seem to simply "warp" through them like they aren't even there anymore. I am hoping at some point in the future we regain access to all these maps that exist, yet don't exist anymore.
In regards to Southern Thanalan, the area south is all part of the Sagolii Desert. In fact, if you go in-game and head down there, go as far south as you can go and you see how the desert actually stretches on for many, many yalms (we just can't access it). As a semi-spoiler, at some point in the story we probably will due to the fact that SE left us a nice unused road to it. It can be found near the Amalj'aa camp (the far southern outpost on the edge of the desert). If you head down there, you can see where the road is and how we're blocked by invisible walls from progressing any further. There are similar roads in many places, all utilizing invisible walls, waiting to be opened up in expansions to come. You can see the road that will take us to Ala Mhigo if you go to Larkscall and follow the road East, past where that Magitek Menace FATE spawns.