Un
also Skyland
Un is a floating island in the sky, called a skyle, inhabited by bird-like Featherhead people.
First named in The Cowardly Lion of Oz, ch. 10
"Unwelcome to Un," said the banner in crooked yellow letters.
Where this is
placed Beyond the desert worked out
read out of the chapters cited on this page, not stated in any one sentence of them
Un is a floating "skyle" the text explicitly treats as distinct from Oz ("somewhere between Oz and Un"), not part of the mainland.
Names in the books
What the books say it is
appearance an isle in the sky 1 chapter
A skyle is an isle in the sky, and anyone who has studied skyography ought to know that.
The Cowardly Lion of Oz, ch. 10