The Manual of the Planes blurb for 4e refers to a Domain of Dread by name but not Ravenloft. Domains of Dread are located deep in the Shadowfell and are created by some odd power to be nigh inescapable unless its lord is destroyed.
To help roleplaying a divine character in ravenloft, one should consider the properties of ravenloft as a plane.
The Shadowfell has normal gravity, normal maliability in a world much like the mortal world, except for one thing, sources of light are muted, normal light sources give half the diameter of light.
The Domains of Dread are the same as the shadowfell except for the A> Mists B> Dark Lord
the Mists surround the Domains of Dread and prevent creatures from leaving.
The Darklord, while normally also the nominal lord, has some degree of control or maliability over his domain. The Book doesn't mention if this is conscious or explicit control, or if its more reactive, simular to the Fey Demenses that the book also mentions and refers to here.
As for escape, that normally only happens when the Dark lord has been slain.
As for the old fluff, The only really important bits I think are the Dark Powers that be, Ie the forces that make the Domains of Dread in the beginning and want to contain the Dark lords for whatever reason. As these powers are canonically unstated and are little more than plot devices, there is no real need to 'do'anything with or for them, except perhaps off a little corruption and make vague and ominous reference to them.
As for how to play your priest, the Domains of Dread do little but offer a sinister feeling and half light radius for normal light sources (plus or minus any particular details of the domain). Your priest knows that your powers won't suddenly turn off because your invested by powers by your superiors. Divine Casters are given their holy powers once, during their ordination and it remains on presumably forever, or until specifically recalled.
As for what sinister feelings and isolation can drive someone to do? That's up to you, but less has almost certainly destroyed greater men.