Thread Jacking... skip on over... or read with careOk, here is how my thoughts unfolded from this setting.
The city wakes up, one day, to find that within those blue walls, there is nothing but dust, rocks and dirt. The entire Azure district has disappeared in thin air! Even the people are gone. It is up to the PCs to discover what has happened to this area. Or perhaps they were within the district, buying supplies when the disappearance happened!
If so, in the middle of the night, whilst purchasing their supplies, the adventurers will abruptly feel a terrific tugging sensation, as though they had been pulled suddenly in a direction which was previously inconceivable. Following this would be a gut-wrenching feeling, and finally, the air would seem lighter, as though they were suddenly at a different altitude. Judging by the shopkeepers expression, they werent the only ones that felt this tug. Should the Players ask the right questions and go about the town, they would finally come to the relative of a great mage, who had died just recently by casting a spell greater than his limits. This mage, the relative confides, had been working on mass dimensional travel.
So, trapped in another dimension, with no mage in the town powerful enough to transport the town back, the adventurers must explore this new, unmapped land, fight unheard-of monsters and creatures, find towns and cities, and eventually find a mage or sect of magi which are powerful enough to transport the town back through dimensions. The adventurers must also manage to pursuade these magi, which may involve MORE quests: "Well, we WOULD do that for you, but we must reserve all our power. You see, the great lich Demodrius has been sighted recently in the abandoned cave, and we cant risk going out of town, leaving this place defenceless. Now... if you were to SLAY this lich, and bring us proof... THEN we might be able to help. And, perhaps offer slight monetary compensation, too."
But wait! What would these dimensional people think, when a town appears suddenly overnight, in a place where there used to be nothing but shrublands for miles!? They could think it a taboo 'ghost town', and not dare enter it. They could lay seige on it, thinking it some evil place. They could come in with open arms and buy the trinkets for sale, making the Azure district wealthy for when it returns.
And just for ADDED mind-warping, the laws of physics and magic in this new dimension? they are nothing like what they were in the home dimension. Firstly, perhaps gravity is slightly higher or lower. Perhaps people can breathe underwater for longer... or shorter

. "Aah, its just a small swim to the other side, a child could hold their breaths for that long!"
Or maybe the water is HEAVIER on peoples bodies and weighs people down when they try to swim.
And about the magic casting: The parties mage preps up to cast a cliche fireball... and from his cupped hands, out pops three bubbles, floating up to the cavern roof. But surprise! The bubbles are of hydrogen! They pop on the caverns roof and combust with a 'BANG!'. Cave-ins ensue

Ok, now I've veered completely off the Azure district and changed it to a new dimension

Sorry ^_^