I see what you mean about my confusion of the World of Darkness but I feel part of the confusion comes from Ansems' (Xehanort's Heartless) during the whole final battle sequence as he does tend to use DTD and KH interchangeably but this is due to his own misconceptions of the world. I also do feel that Ansem's way of discussing KH implies it is a place or "World" as opposed to simply an object that Heart's go and come from.

Still there are problems here, when we get to KH2 since KH appears in The World That Never Was and the TWTNW is supposedly a realm that exists in the "World's In-Between" whereas KH1 is quite adamant about KH existing in the World of Darkness (in fact, its interesting to note that KH is the only known thing to exist in the World of Darkness at this point in the series). So how can Xemnas have access to it? Even though KH is there, its supposedly in the World of Darkness and your own party has to travel through the DTD to even get to Xemnas' KH (its remade to look like TWTNW, but it is actually Kingdom Hearts from sources I've read and once again implies KH may actually be a World and not an object). There is a logical discrepancy here that throws off the nature of what KH actually is.