The Small Spirit Sky was an independent realm that was once a fragment of another realm. According to what he had seen in Zhu Guo'er's memories, the realm seemed to be around the same size as the Vast Glacial Realm, but the spiritual Qi within the realm was even less abundant than that in the Spirit Realm.
There seemed to be around seven or eight foreign races residing in the Small Spirit Sky alongside the human race, and what was quite surprising was that many of the people in the realm had ended up there after while attempting to ascend to the Spirit Realm from lower realms.
As such, there was a very good chance that Nangong Wan could be there, and that would also explain why he had been unable to find any leads on her whereabouts in the Spirit Realm.
In contrast with the Vast Glacial Realm, the Small Spirit Sky was a realm that was constantly slowly moving through space, so it was virtually a matter of complete luck whether he would be able to find an entrance into the realm, and Zhu Guo'er's arrival into the Elder Devil Realm through that spatial rift was also purely by chance.