[DarkForbidden-Love]

The Indigo world is already a realm within itself so dividing a sub-realm into another sub-realm would be confusing to many people. But the division is plausable. And now you've brought up countries which brings up the geography of Indigo, is it similar to the Earth realm from where the girl came from? Whatever Indigo looks like you might want to create a map fo rit so you can use it as a reference.

An explanation would probably be liked for the perpetual twilight. If you were to use it as you suggested, because of the magical alignment of the creatures, it would almost be imediatly assumed that most of the creatures are 'dark' or 'evil'. Not nessisary because they are but because twilight is assumed to be a cursed hour. Did that make any sense?

Personly, I'd recommend having the purple sky to be caused by pollution of some sort. Keeping with the magical theme it would be a magical pollution, what is left over once the magic has been said and done.

I've got a few ideas for the creature that has a slightly humanoid appearance: person had two large bat-like wings, slight fangs, and fur covering his entire body, but his legs are feather covered and the upper torso had scaled that stopping just before the neck.
A serpentine like creature with feathers around the mid back. Humanoid face that has no eyes but a lot of corse grey hair. The mouth would be small and roundish, so that whenthe creature speaks the voice has a raspy quality to it.
But since it is your story you can just ignore them.

And the people assuming she is bad new because fo the trickster is a very good idea. The wall idea is very good but it needs a bit more fleshing out because if it just a wall one could climb over it. Perhaps the wall is just an illusion created as an after effect of a very powerful piece of sealing magic? The wall was created to keep the creatures in and people out but the side the girl came from weakened enough to admit her. Possibly that side of the gate is now feeding off of her to keep itself active because people on her side of the gate don't have magic like Indigo has magic. The gate feeds off of the realm's magic and so the sudden increase of magic surrounding the gate owuld be a point of interest to all the creatures of Indigo.