WMG / Tales from the Wild Blue Yonder

The Wild Blue is located in the upper atmosphere of a gas giant planet

Kind of like Jupiter, except with less radiation and more breathable gases. That would explain the small scale of this "solar system", the adverse conditions of the Lower Depths (they are closer to the core and thus, more dense), and why no one talks of sailing in the other direction (there is just outer space there). The Essence star can explain the rest.

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