I'm biased towards the Black Shroud and don't think it gets enough attention in the MSQ, so I think it'd be neat if underneath the Shroud, as an extension of Gelmorra, there is a whole country-sized subterranean biome similar to D&D's Underdark. It could also give some focus on Duskwight which are rarely referenced in the game.

Could also be connected to the abyss seen across the lands. In the Lancer quests, the npc Foulques falls into the North Shroud's abyss, and can be later seen as a random undead encounter in the Palace of the Dead.