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The Expanse of the Vapors is a location in Shadesmar. It is bordered by the Sea of Lost Lights and the Nexus of Imagination.
The Expanse of the Vapors leads to Scadrial.
In Mistborn: Secret History, Kelsier goes to the Cognitive Realm on Scadrial, and describes everything that doesn't have Investiture to be made of 'thick, shifting mists' that coalesced in the same shape as everything in the Physical Realm. This is likely where the Expanse of the Vapors gets its name.
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