Looking more into the stars in Skyrim and I made an astounding discovery; the Celestials appear in Sovngarde (or at least the Warrior does, which is fitting for the halls of the valliant).
The constellations of the Firmament do indeed appear in Skyrim, and you can even see which month it is by watching the constellations and which one rises below the Sun (the sheer levels of environmental story telling in TES remains awe-inspiring I might add).
This backs up what I was previously saying about how the stars appear both as equidistant inside a sphere but non-equidistant in the vastness of space at the same time, as they exist across multiple planes of existence.
www.imperial-library.info
www.imperial-library.info

This backs up what I was previously saying about how the stars appear both as equidistant inside a sphere but non-equidistant in the vastness of space at the same time, as they exist across multiple planes of existence.

Cosmology — The Imperial Library
How space works in the Elder Scrolls universe

Infact, these planes are not only entire universes of infinite extent, but in the case of Aetherius they're outright higher infinities.What are stars?
The stars are the bridges to Aetherius, the magic plane. They are perceived as holes on the inside surface of space. Because they are on the inside of a sphere, all stars are equidistant from Nirn. Larger stars, therefore, are not closer to the mortal plane, they are just larger tears in Oblivion. The largest tear in Oblivion is Magnus, the sun.
What are shooting stars, then?
A misnomer. Shooting stars are bits of matter and magic, either from Oblivion or Aetherius, that sometimes move through the cosmos. The largest shooting stars are really planets with independent orbits, like Baan Dar the Rogue Plane.
What are constellations?
Constellations are collections of stars. Since each star is a bridge to magic, constellations are very powerful phenomena, and are revered. There are generally accepted to be thirteen constellations. Nine of these are made up completely of stars. Three others are called guardian constellations, as they are each governed by a Dominion Planet. The Dominion Planets are Akatosh (eye of the Warrior), Julianos (eye of the Sage), and Arkay (eye of the Thief). The last constellation is made up of unstars, and is called the Snake.

Vehk's Teaching — The Imperial Library
Vivec opines on the Dragon Break, Towers, PSJJJ, and other metaphysical matters

This all makes sense; as the stars are gates to Aetherius, they'd also be gates back to Mundus. This also backs up the Celestials true forms being able to destroy the entire Mundus just by manifesting in full in it (as they're bigger than the Mundus).What created the Wheel?
Anu and Padhome, stasis and change, both vast realms sitting in the void, they created it. Not vast, infinite, as the void was infinite. Imagine an infinity enclosed by another; you come away with a bubble. Now watch as the two bubbles touch. Their intersection is a perfect circle of pattern and possibility that we shall call the Aurbis. The Aurbis is the foundation of the Wheel.
There's also the fact that the Celestials exist across multiple planes of existence and perceive time differently.Vestige: Can't we just destroy the Apex Stone?
Valla: If you did, our full power would be released. Mundus could not withstand such force. Our Apex Stone rests in a hidden place beneath the city of Elinhir. Use the Seeker's Sight to locate it and the Lost One. We will join you when the time is right.
Valla: Ah, you're here at last. Do not be confused. We foresaw your arrival, the one who has walked across the planes and faced down gods. Or do we speak of things still to come? Time is much more fluid among the stars.