The Secret of the Blue Star

This is the only story in the series set in Asprin's "Thieves' World" series. According to the Afterword in The Complete Lythande:

"Marion wrote the first Lythande story for a shared-world anthology called Thieves' World. Unfortunately, neither Marion nor Lythande found that world to be a particularly congenial place, so Lythande left, never to return. (Given the nature of a shared world, other authors could include Lythande in their stories, but Marion never wrote another story set there.) By the time she wrote the second Lythande story ("The Incompetent Magician") for her anthology Greyhaven in 1982, Lythande had moved to the city of Old Gandrin, on a world called "the world of the Twin Suns." She remained there for the next two stories ("Somebody Else's Magic" and "Sea Wrack"), which were published in Fantasy and Science Fiction. Then she started to jump worlds again."

Because ISFDB software prevents a story from being in two different series, the editor has chosen to keep this story in the series created for the character.