Like all the Hengist stories this is set in an imaginary sword-and-sorcery version of a real place. Here it's Kyzyl Kum, the Red Sands desert in Turkmenistan, and the giant eternally burning crater known as The Devil's Gate in the neighboring desert of Kurrakum, or Black Sands**.
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He presses east, determined to find the waters of dawn spoken of by the oracle that will free him from Dionysos forever. When he enters the red sands it's People know as the World, he thinks he's done just that. He learns how to live as one in the desert and believes his old life is behind him forever.
Dionysos, however, is not the only power from beyond the walls of the world - nor the most terrible.
The Burning Sand is the fourth in A Dark Road, my 10 stories in 10 weeks project featuring Hengist of Tintagael's odyssey across a sword-&-sorcery dark-ages/crusades Central Asia analog.
** In our world Kyzyl Kum and the Devil's Gate are way too far apart for Hengist to walk between them the way he does in the story. It seems the two worlds are not an exact copy of each other after all.