"Go to the Mazes!" is a Cant phrase or curse meaning "go away, and suffer." It's like saying "Go to hell!" only arguably worse, and less Clueless.
It refers, of course, to the ethereal Mazes of the Lady of Pain.
Source: The Planewalker's Handbook
I'll say this for the Athar- they might be prone to getting struck by lightning once in a while, but they stick to it.
