Since we touched this topic, can a mindflayer ship jump to other universes / settings? I mean, Toril (and Faerun on it), Great Wheel with Sigil @ the center and all of the inner / outer and upper / lower planes are one single Universe within Forgotten Realms setting?

If we talk about other settings like Dark Sun, or Greyhawk, or Eberron - are those different Universes, with different cosmology? Or they are just different Prime Material Planes within the same Great Wheel Cosmology?

To make it more simple, is there Baator (Nine Hells) in, let's say, Dark Sun?