For Ravenloft to truly function as an atmospheric setting (and be 1), that is not an artificial arcade-like jump into the next region and be confused again, the there would be no border of mist and a fully political landscape aka Westeros (the setting sucks in my opinion except for the plots within plots that Martin can write) but split into different countries/domains (or made into truly one country with internal conflicts and issues) with nobility caste and other castes and social tiers. Creating a functional clockwork of interaction among the various factions that can facilitate Gothic horror and mystery within a framework of frequent civil war or war clashes.
Many other changes would be needed, as in hiding the supernatural beneath veils of perception and beliefs and having the entire Ravenloft realm (call this
Gravenia 
for now) being a medieval superstitious but at the same time denying many supernatural things or demeaning them as something else.
Question rises, as to how the adventures and the deities as it is the thread topic. That would take some work but could be done.
The religions ("loner" deities and pantheons) would not be absolute mess that we have now from the add this, put that, oh also this we got in the various products but part of the fabric of the setting and would thus work harmoniously to contribute to the atmosphere and other elements.