Question: The Great Road

No, virtually nothing anyone's said in this thread is correct: it's just a series of portals, usually surrounded by gate-towns or fortresses.

It's not a planar path in its own right, but planar paths like Yggdrasil, the Oceanus, and the Styx are part of it as well.

The details are in A DM Guide to the Planes in the Planescape boxed set, page 22-23.

"The Great Road ain't really a road and it ain't all that great... What it really is is a string of portals, permanent and unchanging, that link each Outer Plane to its adjacent fellows."

Also see The Great Modron March, page 90.

"Everyone knows that the Great Road comprises a series of paths and portals that link the Outer Planes."

The Outlands gate-towns are actually part of the Great Road. When the modrons walk it, they alternate moving through the Outlands gates and through the gates on the Great Ring.

Demaraxes are native to the Planes of Law. They feed on spellcrystals. They have nothing to do with the Great Road, other than the fact that someone walking through the Planes of Law might encounter one. But that's true of modrons, formians, zoveri, and hassitorium as well.

Some of the portals on the Great Road are known, by the way. Besides the Outlandish gate-towns, the following are canonical:

Nemmiron (gate-town to Arcadia from Mount Celestia)
Heart's Faith (gate-town to the Outlands from Mount Celestia)
Soul's Desire (gate-town to Bytopia from Mount Celestia)
Pashrita (gate-town in Mercuria, the second layer of Celestia, which leads to the realm of Savitri in Bytopia)
Portal a day's journey from Release-From-Care (Elysium to the Outlands)
River Oceanus (leads from Elysium to the Beastlands)
The Roaring Gate (portal from the Beastlands to Arborea - TGMM, 51)
River Oceanus (leads from the Beastlands to Arborea)
Thrassos (gate-town from Arborea to the Outlands)
The Ingmar Brook in Arvandor leads to Alfheim in Ysgard, presumedly moving through Syranita's realm of Whisteedge. The Gnarl, in Erevan Ilesere's realm, contains a root of Yggdrasil that can also be used to get to Ysgard (or elsewhere).
The River Oceanus (once a month it touches the Gates of the Moon in Ysgard)
Yggdrasil (most often used to travel from Ysgard to Limbo)
The Immeasurable (gate from Limbo to the Outlands - TGMM, 67)
The River Styx (touches the first layers of all the Lower Planes)
The Stones of Draedilus (in Othrys, in Carceri, this is a ring of stones that contain portals to Sigil, Gehenna, and the Material Plane - see Hellbound: The Blood War, The Dark of the War, page 57)
Undermountain (on Toril, has a series of portals leading to the Lower Planes - during the most recent March, the modron's used this dungeon to travel from Carceri to the Gray Waste)
Resounding Thunder (in Acheron, contains Nihao, the gate-town to Mechanus, and Eight-Devils-Laughing, the gate-town to Baator; this realm is also occasionally the end-point of the gate to Rigus)
The Blue Cube and the Battlecube are also occasionally destinations of Rigus' Lion's Gate portal.
Grashmog, in Clangor (the goblin pantheon's realm), includes a portal to Forgegloom in Hammergrim (the duergar pantheon's realm in Thuldanin)
The town of Hopeglimmer in Hammergrim has a portal that leads to the Mines of Marsellin, which also contains a portal to Mechanus.
Regulus (in Mechanus, contains portals to Celestia, Arcadia, Acheron, Automata, Baator, and Sigil)

It seems to only touch Carceri, Pandemonium, and Gehenna on their first layers. It touches Baator in both Avernus and Stygia, with a secret channel in Nessus (though this was the Lethe in 2e, not the Styx at all). The 3e MotP indicates that the Styx touches the other layers of Baator, but only in secret places. In the Abyss it flows through the Plain of Infinite Portals and several other layers, including Gaping Maw, Thanatos, and Durao, and it flows through an unknown number of other layers. There are many Abyssal layers - probably the vast majority - that it doesn't touch, though; for example, it doesn't flow through Azzagrat. In the Gray Waste it flows through Oinos and it also flows through the Underworld (of Hades) in Pluton, but doesn't seem to touch Niflheim. In Acheron, the ice of Ocanthus may be the source of the River Styx, though mostly it only flows through Avalas.

In the Upper Planes, the Oceanus flows through all four layers of Elysium (starting in Thalasia), through the top layer of the Beastlands, and through the first two layers of Arborea. One of the tributaries of the Oceanus flows through Glorium in the Outlands.

No. The Great Road is defined by the portals and paths that connect the various Outer Planes. It's not a single, linear route - there are many alternate paths and byways that are part of the Great Road.

The Great Modron March. It was a 2e adventure anthology.

Well, those are just the named ones.