Kai-Shi
Kai-Shi (海市) is a location referenced in Chu-Teng. The name literally means "sea city" and is an old-timey word for "mirage".
Kai-Shi was planned to be the setting for a potential third entry in the Tong-Nou series, though this ultimately never came to fruition.
Other references
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On 27 March 2020, a Japanese fan posted a photo to Twitter of a magazine excerpt where Sato mentions Kai-Shi. The photo was confirmed to be real when Sato himself retweeted it. It was most likely taken at the Grateful in All Things exhibition, based on the upload date and the presence of a binder filled with Sato's magazine appearances at the exhibition. The source is currently unknown and no scans are available online.
In response to the question "Will [Chu-Teng] be a work in the same style as Tong-Nou?", Sato stated his intent to make the series a trilogy based on a Chinese/Indian "four levels of reality" system (which this wiki does not currently know the official name of): Tong-Nou representing the world above ground, Chu-Teng representing heaven, and Kai-Shi representing the world below ground. In this system the fourth level is infinite and completely separate from everything else, which is why no game was planned around it - though it may be the "Ge-teng" mentioned in the Chu-Teng Tablet.
Transcript
――― これはまた「東脳」のような作品なんですか？ S 「東脳」シリーズは三部作にしようと思っているんですが、中国やインドではこの世のなりたちは地下、地上、天、と4段階に別れていて、さらにその外の世界が無限の世界なんです。その構造は人間の体と対比していると言われています。「東脳」シリーズでは「東脳」は地上の世界。次回作「中天」が宇宙（有限）と天。その次に制作予定なのが「海市」という作品で、これが地下の世界 ―――「中天」でもいろいろと奇怪なキャラクターたちが出てくるでしょうね？ S 「東脳」よりずっと多いですよ。今、整理が大変な段階です。日本だけだと採算 [?] があわないので世界で