Certainly I don't recall ever hearing of a name for the whole world that Fitz live on - just the contient and outlying islands in the Farseer books. The Liveships books describe and expand on things - taking us far further south, though still mostly mated to the main landmass - though there are hints at lands further south still (the land from where Fool came from) as well as descriptions of vast deserts and dragon graveyards from the memories of the dargons in the Liveships books.
As for Dragon Keeper I have not got very far (keep getting distracted when reading at home so I never get much done at all sadly) but the starting does feel a little - hollow. If think Hobb is a fantastic writer for getting into the mind and speaking from the perspective of a single protagonist - but when she has to branch out into a disconected 3rd person she can get a little out of he water - I think it comes from her style being one of heavy desription of the character and then havin to cut a lot of that away when she shifts to the 3rd person - thus giving a bit of a hollow feel to the writing at times.
edit - and don't forget that chances are the dragons and elderlings explored most of the world - and they had those black teleportation stones as well. Though certainly the main continent which all the series have been based in thus far, appears to be the main society for both the dragons and the elderlings. Suggesting that whilst they might have branched out in the past, that they never really colonised or took root in other nations (especailly true I think of the dragons). If they did it might only have been the lower classes (the regular humans) who formed the major numbers of the colonies and thus were not able or willing to return to retake things
