My oppinion is that beyond Mudos is a very industrialized world, like that one that can be seen from the first concept drawings of Citizen Siege... Some glimpse of that we have already seen.
http://oddworldlibrary.net/archives/...php?menu=CAUN1
http://oddworldlibrary.net/archives/...php?menu=CABB1
...from IGN preview of Munch's Oddysee...
"Metophorically speaking, the Quintology started off with Abe in the diamond mines of south Africa, but he will end up in a massive city of consumerism like New York or Hong Kong," says Lanning.