I don't think Elune belongs to a specific plane of magic, she's way too connected to equal parts Life and Light (and likely Arcane too: this is hinted at by the gardener in Nighthold, as well as the bird, human and owl imagery in Bastion which is actually Arcane/Order themed). More likely she is some kind of primordial creation god who may have birthed some of the planes of magic (or all of them, if the Night Warrior is any indication that she also has Death powers).