The Nexus is a connection magical realm for all familiars from all the realms. it is made up of these interlocking small pocket realms for each possible world. The magics that create familiars has always been more magic than seemed needed to produce the familiar with the connection to its master. That magic is used to connect the familiar to the nexus. Not all familiars find this realm. This realm lives or exists in the smallest crack within the tower that connects the godly realms. It can barely be seen, and most gods have and will never notice it. 

The connection for the Familiar is based within its own small pocket realm that is their safe place. It can be thought and is usually described as a tunnel to the realm.

Each world has its own section of the Nexus. They are created the first time a familiar is created in a new dimension world and at least initially represents that world with its geography, fauna, technology, and magical levels. As time flows the appearance of the world and its connected region can change or deviate. In the example of The Land of the Redeemers That region has always had a lot of variety in it geography even if the connected world was nearly destroyed and turned to dust at one point in its history. During that lime the Nexus was a good respite for the familiars of that time.  

These realms are connected on the edges.  Since most regions are connected to different worlds in different dimensions or realities, the connections tend to be with other regions that are very similar in nature.