That is my BIGGEST problem with 5e. They did rules only for the typical sword coast adventure. A lv 11 guy in lower dark or in the 666th layer of the abyss is far from "masters of the realm", is probably weaker than a "local hero". Shadowfell is also a non threatening place on 5e. 2e and 3.5e was a edition that can be easily adapted to low magic settings, to horror settings, to survival settings and so on. 5e doesn't work well on D&D multiverse.
Can you imagine a campaign in 5e set in the Netherese city who survived Karsus avatar and is now in shadowfell?
If any notorious mage from Netheril : the Empire of magic with all powers is transported to 5e Faerun, the war would be like the video bellow(i know that he can't cast tier 10 spells anymore, but an just supposing
I really don’t understand what your actual objections are here. That a level 11 character isn’t as much of a big shot in realm of demons as she is in the prime material plane? Isn’t that how it is supposed to be?
I’ve designed a 5E campaign that takes place largely in the Shadowfell. There is no issues with that setting.