Board Thread:Wiki-Related Discussion/@comment-15736398-20140929063402/@comment-15736398-20141003210527

Applegirl, I disagree that there's any ambiguity here. Go back and watch A Tale of Two Sisters and pay attention to how Mist Haven is talked about. It's clearly spoken of in the same way that people in the real world would speak about traveling, say, from Utah to California, indicating that it and Arendelle exist in the same space but are separate places within said space.

We're also not likely to get further confirmation unless somebody asks Adam and Eddy about this directly given that we're likely not going to see Anna's actual journey to Mist Haven, at least based on the description for the next episode.