The Cloud Wall is a setting in Metal Shadow Prelude. It is a field of mist surrounding the islands of Ende. It was set up after the islands were set adrift from the mainland, presumably by the elemancers who exiled it to begin with. It is this Wall that keeps the people of Ende trapped there.
For most of the Prelude, the exact reason the Wall is a barrier is not explained. The Black God, who is regarded as the most powerful elemancer of all-time, could not destroy it, and so went on a rampage destroying Ende almost beyond repair. Two people, Niccoli Evomnestra and the man who became known as Agent Ex, even entered the Cloud Wall.
In Purgiae, Gineden, the self-proclaimed Warden of Ende, describes the Cloud Wall as a barrier between life and death. Anyone who enters from outside essentially becomes a ghost, and those who exit from the inside end up in Purgiae. Only Gineden herself can pass through the Wall without dying or going to Purgiae. For this reason, Dr. Dragon sought out Gineden's spirit from Noa Rylie to perform the "Leap".