TL;DR - Merlin went to a land "which lies between the shadows", inaccessible to the Pattern and the Logrus, but not their higher-order (or higher-chaos) progenitors, the Unicorn and the Serpent. The place is never given a specific name.
All quotes are from Knight of Shadows, end of chapter 3 and into chapter 4.
Merlin wakes up after having been knocked out by Corwin (or someone doing a remarkably good version of him):
There was no color anywhere about me. Everything was black, white, or
some shade of gray. It was as if I had entered a photographic
negative. What I presumed to be a sun hung like a black hole several
diameters above the horizon to my right. The sky was a very dark
gray, and ebon clouds moved slowly within it. My skin was the color of
ink. The rocky ground beneath me and about me shone an almost
translucent bone-white, however. I rose slowly to my feet, turning.
Yes. The ground seemed to glow, the sky was dark, and I was a shadow
between them. I did not like the feeling at all.
Some time later, Merlin tries to call upon the Logrus and gets knocked unconscious; as a side effect, the Logrus was apparently able to enhance Frakir, the semi-sentient strangling cord Merlin carries. Frakir is able to share some new knowledge with Merlin:
Why was [the Logrus'] time here so limited? [Merlin] asked.
It is the nature of this land, which lies between the shadows, that it be mainly inaccessible both to the Pattern and the Logrus.
A sort of demilitarized zone?
No, it is not a matter of truce. It is simply that it is extremely difficult for either of them to manifest here at all. That is why the
place is pretty much unchanging.
This is a place they can't reach?
That's about the size of it.
Merlin is supposed to choose a set of armor (Chaos or Pattern) and guard it, but chooses not to choose between them, and is generally irreverent towards the process, leading to visitors:
...I felt their gazes upon me, the Unicorn of Order and the Serpent of
Chaos. It was not a pleasant feeling, and I retreated until the altar
was at my back.
The Unicorn reared; the Serpent drew itself upward. I dropped to my
knees and looked away, their gazes having somehow become physically
painful. I was trembling, and all of my muscles had begun to ache.
It is suggested, Frakir recited, that you play the game the way it is set up.
So, in summary:
- The Logrus is a construct of Chaos, and Chaos is embodied by the Serpent
- The Pattern is a construct of Order, and Order is embodied by the Unicorn
- Both the Logrus and the Pattern exist at the poles of the existence of Shadows
- Shadows are the states of reality imposed by either the Logrus or the Pattern
- The colorless land lies between Shadows, and is hard for the Logrus and the Pattern to touch
- However, the Serpent and the Unicorn (also being outside the dimension of Shadows) can touch it, and have chosen to use it as a testing ground outside the interference of their avatars (Logrus, Pattern)
Merlin is special to this game, as he finds via this interchange with the Unicorn and the Serpent. It's not clear if that made him more stable in this dimension; since everyone else we see is a Pattern or Logrus ghost, there's no one to compare him to.
"What's so special about my case?" [Merlin] asked.
Yours is a dual heritage, combined with great power.
"I never wanted either of you for an enemy," I stated
Not good enough, came the reply.
"Then destroy me now."
The game is already in progress.
"Then let's get on with it," I answered.
We are not pleased with your attitude.
"Vice versa," I answered.
The thunderclap that followed left me unconscious. The reason I felt
I could afford total honesty was a strong hunch that players for this
game might be hard to come by.