The 'First One's had a planet. Blew it up. The world itself 'died' and caused some kind of veil / black hole / dimensional tear. All of the fragments or 'realms' of the Shadowlands are just pieces of the same planet. They've been separated for so long, so different fauna and flora evolved independently. However, they all still have First One relics because they were once united. Sort of like Pangea > Current world map.