The continent – and, generally, the world as a whole – is referred to as Chaerosh. The word is clearly of Dwarven origin, though the exact etymology and meaning has been lost even to them.
Very few nations have strictly delineated borders – contested borders shift frequently and rarely actually have people living in that area, while on peaceful borders, villages may not know what country they technically belong to and often don’t care. Human nations have the most clearly drawn borders, probably because with all the alliances and treaties tying them together, it wasn’t all that difficult to come to an agreement about who owns what land. Eni does not particularly care about enforcing its borders above-ground, so orcs and smallfolk and other races can often be found living on dwarven land, and are tolerated as long as they cause the dwarves no trouble.
There is no blank space in the center of the continent. I mean, everyone knows there's a desert wasteland no one really wants to go, but there's no empty, unclaimed land between nations. That would just be silly. (Seriously your characters don't notice anything. It's not depicted on actual in-universe maps, which usually show the continent as somewhat thinner in the center. It just is.)