The Great Desert is a land of sands inhabited mainly by demons. The desert climate, usually harsh or deadly for other races, is just perfect for demons, that's why they see the desert as their original homeland and, while they let every caravan pass through these lands, they make sure that only demons can settle down here for a life time, while all other races are not allowed to stay for longer than a month, and require a special paper with the seal of one of the demonic kingdoms, which marks the date of their arrival. Demons also don't feel very well in other climates, so if they leave the desert it's usually just for a few weeks.
Rohon is the biggest kingdom of the Great Desert, ruled by king Asmodeus.
Kereh is a much smaller land but also notorious because of the strange story associated with it. Now a province of Rohon, it was once a kingdom which was going to be ruled by prince Arcus, but it never happened as the land was conquered by Asmodeus, and Arcus himself was degraded to a mere dancing slave.