The analyses of a text

The protagonist is a royal member of Amber and one of the Courts of Chaos.
He can travel through Shadows, which are parellal worlds of Amber or Chaos.
He was just now transported by something to a very strange Shadow as blacking out.

..................................
What sort of spell might I be under, that I had lost my power to walk in Shadow? I had never understood it to be somthing that could be taken away
"It's not funny," I tried saying. "Whoever you are, whatever you are, how did you do it? What do you want? Where are you?"
Again I heard nothing; least of all an answer.
["Knight of Shadows" of The Great Book of Amber by Roger Zelazny]
I'd like to know if "so" is implied before "that."
And I'd like to know "least of all an answer" means "there is least of all an answer."
Thank you in advance for your help.