>>96339077
some characters swear they have seen the veil at the edge of the cosmos, and that said veil has holes in it through which poke rays of light, and that there are huge things swimming out there, visible only because they block said lights while they pass by, things that make the chaos gods look like children.

If my understanding of what happened in the end times is halfway correct, this bubble of reality formed inside the warp around the bits and bobs engulfed by chaos, making it effectively not dissimilar to any other universe, born in whatever other way, linked to the warp, and that said big swimmers are other deeper warp entities that unlike the gods happen to be uninvolved/uncaring towards the physical worlds.
Otherwise we must assume it is a bubble in the same reality the old world was, just somehow isolated from the rest of it.
But in practical terms, it's still effectively a new isolated universe either way.