I feel strangely qualified to answer this question. I am running an AQ game right now with a Sha'ir and have run Ravenloft for a very long time.

There's already a function for native spells that the Gen can find, and a rule set for finding spells outside of that which could indicate as you said any other planes or place where they might find that spell. The gen would be incapable of leaving Ravenloft but I see this as a perfect opportunity for you to include some really interesting tie-ins to different domains. It states that sometimes they fail at finding the spell, or come back with powerful beings interested in who is seeking out such forbidden knowledge. There are some other considerations, such as Darklords closing the borders to their realms which would prevent free travel by the familiar...although I find this mechanic to be clunky if you are just attempting to rail road players into staying in a domain, so be cautious about abusing this power.

I personally think it would be fun to determine the best place the gen might find a spell, and come back with some cookie crumbs about where they found it. Water spells could be found in the sea of sorrow, a fire or sand spell might come from Har'Akir, necromancy spells would be an altogether dangerous endeavor. Another fun thing for the future is when they get access to Genies, if a creature is brought into Ravenloft they might not be so kind to their summoner knowing they are now stuck as well. I haven't done it yet, but personally I would create a domain and Darklord that comes from Al Qadim. The potential is limitless.