Ye of the evil 'fro, I ask you:

How do souls interact with the Inner planes?

Let's say that an adventurer is killed on a demiplane or elemental plane, connected to the Ethereal but with no Astral conduit. What happens when they die? Do they carry an astral conduit with them? Do they get (hypothetically) get sucked up through the Ordial Plane? Does their soul merge with the elemental plane in some manner? Do they become ghosts? And, because this question came up in a Dark Sun game, does the Grey affect the passage of the soul in this occurrance?

Likewise, how do Ghosts come to manifest on the Ethereal, rather than the Astral? They are a being of pure soul; how do they manage to anchor themselves in the the plane of substance rather than belief?