Colorful medieval fantasy city between the planes

The idea behind this city (fantasy setting): It's a safe haven for creatures and humanoids that were previously enslaved or somehow opressed and want to live peacefully away from humans and other opressors. The city is in a world between the planes. You can travel to the other planes through the colorful clouds at the corners of the city. At the same time it expands as needed and just pushes the clouds further away.