How a cyclone traveled to the Underworld is anybody’s guess, though.
I guess we’re supposed to understand that cyclones are Oz magic, so they are a portal either to or from Oz to anywhere else. So long as Oz is involved somehow?
Like how the Mirror is the only way to Wonderland.
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"If you go as far as you can see...you will then see enough to go even further." - Finn Balor