One of the planes described in Dark Roads & Golden Hells from Kobold Press is the Marketplace, which does pretty much exactly what it says on the tin: it's a place where merchants from across the planes come to trade. I hadn't really done anything with the concept since I bought the book ages ago, but I revisited it recently while I was paging through, trying to figure out ways to connect the book's often disjointed, unexplained ideas.
Now, the Marketplace is a pretty cool planar city. It's got a surreal, impossible geography (layer after layer of shops stacked up in a vast, three-dimensional maze connected by a web of haphazard rope and timber bridges winding around the surface of a comparatively small, deeply buried sphere), some vividly defined districts, lots of NPCs and intrigue and the whole thing watched over by a cabal of trade-obsessed inevitables who graft themselves with humanoid skin. It's definitely one of the better-detailed locations in the book.
But a frequent problem in Dark Roads & Golden Hells is that the different sections don't always fit together. There will be references to things in one section of the book that really ought to have been followed up on or at least explained elsewhere, and aren't, or something will get a different name (sometimes described using its Planescape name instead of the name given it for the Dark Roads and Golden Hells cosmology). That's not the only problem with the book by any means and not even the only problem with the Marketplace, but it's a problem.
Specifically, there are five main planar connections described in the Marketplace. There's the Ever River, which has a reasonable amount of detail on it on page 89 (basically, it's the Styx, Oceanus, and every other planar river if they were all different sections of the same waterway). There's also four gates, each with its own associated plaza. The Arbor Plaza leads to the World Tree, which is presumably the same thing as what page 20 calls Yggdrasill, but which is spelled Yggdrasil in the Midgard Campaign Setting. Planescape fans know all about Yggdrasil, but there's almost no information on it in Dark Roads & Golden Hells; the Midgard Campaign Setting only has three sentences on it and those sentences tell you more than Dark Roads & Golden Hells does. Shades Plaza leads to "the Shadow Road," which some page-flipping eventually identified as a reference to the Fey Roads on page 89. Purgatories Plaza is supposed to lead to the Underwalk and I don't even know what that is. There's nothing called the Underwalk anywhere else in the book - do they mean the Between, or maybe a road in the Underworld? More likely the latter, since the Between is a terrible place to trade with. The Underworld doesn't seem like a great place for trade, but there is a mention of a "moribund economy" and "busy chokepoints of the soul trade," so a connection to the Marketplace isn't out of the question. The last major portal, in the Weaver's Plaza, leads to "the Webways" and again I have no idea what that's supposed to be. The Plane of Gears (which is fascinating and ideal for Mechanus) has a Spinning Wheels Quarter populated by giant spiders and a race of silk-spinning hags, and there's also a plane called the Loom filled with the literal threads of destiny. It could be that the Webways are supposed to be the Loom but that would seem to contradict the statement that the only well-known way to the Loom was in the roots of "Yggdrasill."
Now, none of this is a big deal, since it's easy enough to just choose four planar paths to connect the Marketplace to regardless of the writer's intention, but it's slightly frustrating that it's written in such an ambiguous way. But as I was looking through this today and making notes, I suddenly made a mental connection.
The section on the Loom has this really cool part (that I borrowed for background on the mothmen in the Pathfinder RPG) that the threads of fate come from giant silkworms who burrow into Yggdrasil(l) and, as I wrote above, that this is the only well-known way into the Loom. So what if that's where the Marketplace is? What if it's actually built in the roots of Yggdrasil at the point where it meets the Loom, and the Underwalk is actually holes burrowed into the wood by the silkworms (and naturally, since it's Yggdrasil, there are all sorts of portals to other planes in those tunnels if you can avoid being eaten by the worms, including paths to the Underworld). Suddenly the area around the Marketplace becomes an interesting, exciting place full of giant moths and spiders. Marketplace is a trading burg, of course, so it's protected and the main trading routes around it are well-patrolled, but things could change in the future and PCs can wander off the path.
That also helps solve the other major problem I had with the Marketplace's description, which is how exactly the Ever River interfaces with the city. The description in the book says "It flows out of the 'sky,' - falling like a waterfall at one end of the sphere - and splits to flow around the circumference until it meets at a harbor on the other side of the Marketplace where it flows up - like an inverse waterfall - to continue on its course through the planes." But wait, where exactly does this water flow? The city's just a bunch of buildings stacked up on top of each other for miles and miles, built on a sphere and connected by rickety bridges. Does the water flow on the rickety bridges? Does it flow through midair? Is the harbor on the sphere, which is buried deep, deep under the ground where "no one has successfully delved down and returned"? It seems unlikely, but where else could it be? Again, is there a harbor hovering in midair at right angles to the city's gravity plane? What if the river flowed down Yggdrasil's roots instead and it pooled into a hollow in the wood near the city? That could be close enough to be used to trade with the Marketplace without contradicting the city's description.
Imagining the Marketplace as a trading burg built into the roots of Yggdrasil also helps distinguish it from other planar marketplaces like the Marketplace Eternal in the Outlands, Union from the Epic Level Handbook, and of course Tradegate and Sigil. So, yeah... I think that's the best idea, and I'm kind of delighted at coming up with it as a solution.
I do like Dark Roads and Golden Hells, but sometimes I have to dig deep to make parts of it useable.
I haven't read "Dark Roads..." but I do agree that a planar marketplace should have some qualities to make them unique, otherwise what's the point. (For example, what little I've read of Tradegate makes it seem dull).
I also like your solution as "Dark Roads" seems like they went to the other extreme where they threw about every crazy idea they could think of together hoping it would seem cool.
While I prefer leaning a little to the later, I do like there to be some internal logic to explain some of the craziness. So, good job providing something of a frame for the setting
Since you are placing this site at the roots of the World Ash, are you going to have the city threatened or interacting with the Midgard Serpent (who according to legend bides its time gnawing at the roots)? Perhaps the forces weaving the Threads of Fate (and in/directly providing the pocket for this marketplace) are symbolic of the forces of Law trying to maintain the existing multiverse and thus stand opposed to the Midgard Serpent's effort to end it all.
If you go this route, would the market be subject to tremors (churning of the Serpent)? Would the city (or at least travelers trying to reach the city) be subject to other indirect attacks from the Serpent? Would Loki be an influence?
Are there any other (perhaps non-Norse) angles you are thinking of pursuing?