Heaven exists beyond the Universe according to Panty, and is home to angels.
Fallen angels like Panty & Stockings have to get back into Heaven by killing or redeeming ghosts (or evil spirits), entities that are created as manifestations of human desire from the darkness within their hearts. Also, Daten City exists on a faultline between Heaven and Hell, and God and Satan are referenced.
Primordial Chaos is a concept in Panty & Stocking. It (or at least the Primal Chaos covering the land around Daten City) was sealed long ago (and Daten City is refered to as being a favourite of the Devil by Corset).
Ghosts are servants of demons, and Corset remembers when ghosts had their memories of the Original Chaos.
The Other Gods is the ultimate ghost. Sealed in Hell, Corset unleashed it with the intent of taking over Heaven and Earth.
Satan resides in Hell, and lesser demons like Scanty, Kneesocks and Corset invoke his power.
This also includes the Luluco Universe, as Alpha Omega Nova comes through a shattered area of space, also Panty's gun can shatter space (NSFW warning).
Judgement is an arkangel of the highest rank, and the mother of Panty & Stocking. She's also the one who sends messeges to Garterbelt telling him where ghosts are (which given Judgement resides in Heaven beyond the Universe, would require cosmic awareness.
(The paragraph on the top left says that Judgement is the highest ranking of angels.)
Judgement crushes The Other Gods back into Hell.
As you may have noticed, Judgement is absolutely massive; about the size of a mountain.
Judgement has also manifested as a great white light, which may be her true "form."
Judgement sends Garterbelt millions of years back in time, and makes him immortal.
Judgement sends Garterbelt messages about the key across time after she sent him back in time, backing up her connection with time being different (she may even exist beyond it, given she resides in Heaven).