In childhood, I was pleased to read the theory that fairies had been angels who remained neutral during the War in Heaven. That seemed to explain their status as a third class of supernatural being inhabiting neither Heaven nor Hell but Nature. It was always satisfying when one mythology explained another. A second example is the Greek mythological explanation of pharaonic zoomorphism: attacked on Olympus, the gods fled and hid in Egypt, disguised as animals.
In Three Hearts And Three Lions, in the parallel world to which Holger Carlsen has been transported, Faerie supports Chaos against Law. For this reason, Holger as guest in the castle of Duke Alfric, lord of Faerie, recalls (to me) not other visits to Faerie, as in "The Land of Summer's Twilight" in Neil Gaiman's The Books Of Magic, but the hospitality received by the damned soul Christopher Rudd in the castle of a Lord of Hell in Mike Carey's Lucifer, a sequel to Gaiman's The Sandman.
There seem to be four realms: Heaven, Earth, Hell and the Middle World, the last comprising Faerie, Trollheim, Giants etc. (Why "Middle"? In some reckonings, Earth, Midgard, is in the middle.) A woods dwarf tells Holger that the Faerie folk:
"...live in wilderness, which is why they be o' the dark Chaos side in the war." (p. 27)
Alianora adds that they:
"...canna endure broad daylight, so 'tis forever twilit in their realm." (p. 37)
This sounds like Gaiman's "Summer's Twilight."
Alianora speculates:
"If Chaos wins, mayhap yon dusk will be laid on the whole world, and no more o' bricht sunshine and green leaves and blossoms...And yet does Faerie have an eldritch beauty..." (p. 37)
Is this getting a little confused? I do not expect the Fair Folk to oppose sunshine and blossoms. And a victory for Chaos and/or Hell surely mean universal darkness, not the eldritch beauty of Faerie twilight?
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