A large vertical cave has a constant, strong wind blowing out of it from the bowels of the earth. If one was to jump into the currents they would have a controlled ascent on the winds till they reached a height where their weight and the winds force reached equilibrium. Impossible to climb down naturally. What is it? Natural winds from the earth or a complex magical protection for an underground lair?
Mining in a certain area turns all exposed skin (maybe just parts that are actively disturbing the chemicals that cause the reaction) of the those doing the mining to a dark blue color. Will wear off taking as many years/days spent in the mine.
The Petty Kingdoms is a region consisting of hundreds of small states. Some are kingdoms, some are city states, some are large farming communities, some are duchesses and baronies and so on and so forth. Within a few miles the PCs might reach a new "country" with completely different rules and norms than the one they left behind. "What do you eat here? Humans ye say? Lets turn around fellas."