From the newest "Know your lore" article
So if Tempest Keep was able to travel through alternate realities, it's not far-fetched to assume that the Naaru and the Draenei, and therefore the Eredar, are actually from an alternate reality. And if the Burning Legion followed them all these thousands of years, they might be, too.The draenei 'nether-ship' you've been hearing about is far more than it seems. It's part of a larger dimension-traveling fortress called Tempest Keep that essentially teleports through alternate realities.
- Chris Metzen