Mustang is an obscure former kingdom in Northern Nepal. Its culture is Tibetan Buddhist and it is dominated by the Kali Gandaki, the world's deepest river gorge. Few, if any white men have ever been to Mustang.
Those few books that refer to it describe it as an arid land, sparsely populated. Its population is also largely nomadic, and migrates south during the driest parts of the year.
Once an independent kingdom it still has a ceremonial monarchy.
It is the likely destination of Malcolm Quarrie's 'Pilgrimage of Grace' and it contains the cliffs of Drakmar which are apparently significant in relation to The King in Yellow.