Zolara

Zolara is a hyperspace with links to all known universes (most of which have been closed), and the universe in which the Adventures of White series takes place.

In The Adventures of White
While the name of the hyperspace wasn't revealed until AoWinNN, the entire game takes place inside Zolara.

In The Adventures of White in the Negative Nebula
It is revealed in this game what the hyperspace truly is: a dimension between dimensions, with links to all other dimensions. However, most links have been severed, and only a few remain, the others only being accessed from other dimensions.

Trivia

 * The series originally took place in the World of Trophies from Super Smash Bros. Brawl, but was switched to Zolara due to unoriginality. However, some structures from the Subspace Emissary can still be found in Zolara, namely, the Isle of the Ancients.