The Dark Powers are the land itself.They are not sentient, or Quasi-Sentient at best.
The Dark Powers and The Lady of Pain are both the same kind of entity.Both the Dark Powers ad the Lady of Pain belong to the same class of entity that is perhaps as powerful as, but distinct from the deities of the multiverse. Both also seem to have absolute control over their dominions, but have no power outside of it. Well, aside from the Mists appearing in other worlds to snatch up people or lands that is.
Strahd von Zarovich isn't the cursed one in Barovia.Rather Tatyana is. Her curse is to be re-born again and again into a life that starts out well, but always turns into a nightmare of obsession and lust at the claws of Strahd. And Barovia is cursed too, cursed to have to endure an egotistical and powerful vampire as its lord. Of course, Strahd's entirely too proud to ever admit that it isn't all about him.
The Dark Powers aren't imprisoning the various Lords, but recruiting them.Think about it. You have a mysterious force that's collecting the worse beings in the D&D cosmology, then grants them great power, territory and virtual immortality, but at the same time curses them with something usually related to what drove them to evil in the first place. The Lords could, in theory, redeem themselves by breaking themselves out of their vicious cycle, but are placed in a realm that seems to just reinforce their bad nature, tempting them with the possibility of everything they want, but their own falability keeps them from attaining it. Their lands becoem so evil that you find evil versions of creatures you don't find anywhere else in the D&D Cosmology. Repeat for several hundred years until the Lords inside the prison become so desperate that they will enact any plan to escape, however ill-advised. The nature of the realm also causes those Lords who are too weak to lose control of their territory, while those strong enough to hold on to power only get stronger, creating a kind of evil Darwinism. You now have an entire pocket dimension filled with evil beings, all under the control of incredibly powerful and utterly corrupt villains, who you can potentially get to follow you by offering them their freedom and what they're looking for. You now have a collection of mega-powerful generals and lieutenants to lead a vast army of the some of the most messed up supernatural forces available, and many of whom will fight for you just so that they don't have to stay in Ravenloft.
The Dark Powers are Gothic theatre fanatics, and Ravenloft is their stage.Think about it; Ravenloft is officially described by everyone as the "Gothic Horror Fantasy" world for Dungeons & Dragons. Each different domain tells a different kind of Gothic Horror tale, but all stem from the same basic morals, attitudes, etc. Reality itself bends to favor Gothic Horror — magic being less powerful, darkness being stronger, etcetera. The Dark Powers are powerful entities who are addicted to Gothic theatre, and have created the entire Demiplane to sate their hunger. This is why they pick their villains so precisely — The Multiverse is full of evil people, but the Dark Powers only take those with either the most "interesting stories" or who show the greatest potential for such. It's why, despite being filled with monsters, in many ways the Demiplane is actually a nice world — the hope makes the despair and terror more piquant, and gives heroes a reason to fight the darkness. It's why the Darklords are given power, but tormented; the torment makes them amusing to the Dark Powers, but the power is their way of showing their appreciation. It's why the domain boundaries exist for Darklords and victims alike; it's no fun if the "playthings" run away in the middle of the show, and too confusing if Darklords can interact with each other freely — imagine two plays simultaneously running into each other. It just gets into a big mess.
The Dark Powers are really the goddess EzraThe Lawful Neutral deity Ezra is unique to Ravenloft, and grants special powers controlling the Mists. When one considers that Raveloft is essentially a place of imprisonment and punishment for the Darklords that rule the Domains, it makes perfect sense that a Lawful Neutral power would be in charge of running such an operation, especially since good-aligned people do get caught up in and generally have to suffer as part of it. In 2E, Ezra's faith was divided into four different sub-faiths reflecting Lawful Neutral, Lawful Good, Lawful Evil and True Neutral aspects/interpretations of the goddess. This four-way split actually matches the seemingly contradictory behavior of the Dark Powers. The Lawful Neutral aspect is the judge and jailor. The Lawful Good aspect is the one that punishes the Darklords for their evil and sometimes helps innocents within the Demiplane. The Lawful Evil aspect is the architect of a world organized into neat little pockets of evil. The True Neutral aspect represents the dispassionate observation of how all the beings in Ravenloft interact. Collectively these aspects could create the impression of a plurality of Dark Powers, when in reality it is a single fourfold deity.