They Architect-ed the framework of everything, yes. The Cosmic Forces did the rest, and they are "influences" that were likely created from these First Ones, since the Forces are essentially of the groundwork.
"but the things actually made directly by them are far more limited." Not really, since Oribos and the Great Vault are pretty fucking essential (The Great Vault being VERY great technology, making anything base off the will of the purpose, which is essentially implied to have been made by the First Ones aswell), the Arbiter is supposedly "all knowing" and is capable of sending all mortal souls to whatever afterlife they are deemed fit and is the main thing that is keeping the Shadowlands in check. Oribos is essentially the core cog that's keeping the machine intact. And Korthia supposedly houses great secrets, including prophecies, supposedly Guardians that the Jailer likely stole and put into the SoD, as well as potentially the secret of his final prize (Which is supposedly Azeroth, since the Jailer made the Helm and Frostmourne for Azeroth specifically, so he could enter there and "claim" it. I'm still on that idea btw. Idk why he'd go through all that if Korthia was his "final prize" or where "the secret that the First Ones sought to hide" was located.
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Why wouldn't they make their own realms?
"Namely it being the Titan Homeworld that was mentioned once, with Oribos being the core and the rest forming the planet around it" What the hell are you on about? Stuff from Order has no affect in the Realms of Death.
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Quit wanking the Titans.