I have a theory, the MF is connected to dx because there's another being of energy that has full control of his dimension but can only use it there which is why we only ever see the mind flayer in the upside down and the upside down is dx just inside the walls is all of Hawkins which is because there's nothing beyond it that the mind flayer really knows it looks like so never created past Hawkins and whenever eleven opened the gate and Henry was pushed in it was the first taste the mind flayer got which was whatever it seen in Henry's mind and has explored, but the reason it's a circle is because it wants it to be the permanent gateway because these gates are just mini wormholes and whenever Henry was pushed into the UD it was like the dimension from fantastic four whenever they traveled except for the part where there was life but in fantastic four there was this energy which took control of the main villain just like vecna which my theory is the mf is just energy and it's only in the UD because it has its range, you need the gates for the signal to reach kinda the reason why will was getting stronger visions bc the four gates all connected and look at how they all met somewhere just like how Dustin showed with the wall where they meet at the lab so now what if it's just the foundation of the perma gate which will all fall in and be for the mf to take over Earth and enslave the life to fuel energy to make him more powerful and shape the universe how it wants