We do have an "alternate dimension' planned called Laconis, which is accessed through gates in the world. There are existing gates spread around, but they can eventually also be built in player cities - however, they are very advanced, extremely resource/skill demanding and high maintenance.
Laconis is a maze-like system where all the Laconis portals link to. Each portal can transport a limited amount of weight per activation, making it unusable for the transportation of goods. Once activated, the portal transports the player into a maze environment that is difficult to navigate because it has no landmarks and the player is not told where each portal leads. Worse, the maze changes with some frequency, the minimap is disabled, and not all gates lead to safe places. However, if properly prepared for a Laconis journey, it is possible (if expensive) to find your way quickly and safely.
Laconis is only dangerous in that the portal you are taking may lead right into the lion's den, so to speak - there are no monsters in Laconis, and players are ethereal and unable to cast spells or otherwise interact with the world or each other.