Obviously this post may contain spoilers regarding Patch 8.3 Visions of N’Zoth. I have hidden the text below. Reveal the text at your own risk.
Ny'Alotha
Based on what we know, there is no real evidence to say that Ny’Alotha is on Azeroth.
Wowpedia has described it as followed:
Ny’alotha , the sleeping city, is a realm inhabited by the Old Gods and their minions. It is separated from the physical world by a thin veil. After being freed from the Last Prison during the Blood War, N’Zoth began trying to tear the veil down, unleashing nightmares and visions of a future in which the Old Gods are ascendant unto Azeroth.
I really need to stress here. It is separated from the physical world by a thin veil.
In addition to this, we know the various whispers regarding Ny’Alotha, written below:
-In the land of Ny’alotha there is only sleep.
-In the sleeping city of Ny’alotha walk only mad things.
-Ny’alotha is a city of old, terrible unnumbered crimes.
-You will rest in Ny’alotha.
-N’Zloth…I Journey…To Ny’Alotha (Il’Gynoth)
-This city of Elves pales in comparison to the sleeping city (Xal’atath)
-Do not be impressed by tall icons of the titans which stand here. The towers of sacrifice in Ny’alotha dwarf these pathetic temples. (Xal’atath)
Ny'Alotha - What is it?
Based on the above text, it seems pertinent to point out the similarities of Ny’Alotha to other planes; say the Emerald Dream (ED) and the Shadowlands (SL).
People can cross between the SL/ED and the Mortal plane (whether souls can return is perhaps another matter). But individuals taught to traverse the realms can do so (Bwonsamdi / Druids as examples).
More so, the ED (and the SL, although we do not know for certain) has a separate location within it; IE the place at the end of the Emerald Nightmare (Raid) and also the location to which heroes travel to when they are trying to retrieve the Green Dragonscale.
To sum up, both the ED/SL cross over with the Mortal plane and its geography, while also having a separate, unique ‘centre’.
I would postulate that Ny’Alotha is to the Void on Azeroth as the Emerald Dreamway is to the Emerald Dream. Ny’Alotha is the centre of N’Zoths forces.
N'Zoth's Plane
I don’t think Ny’Alotha is accessible, or related, to the other Old Gods. Ny’Alotha is N’Zoths personal plane, where he makes his home and is where his ‘soul’ (The big massive head we will be fighting) lies.
The Black Forest
This leads me on to my next point. I believe each Old God may have areas like this and that we have not ‘killed’ them. We have merely pushed back a physical manifestation, or avatar, back into their original plane.
This potentially may make another hinted location, the ‘Black Forest’, on par with Ny’Alotha. Perhaps the Black Forest is Yogg’Saron’s plane?
Il'gynoth
Lastly, while a bit off topic, I am troubled with Il’gynoth’s appearance in Ny’Alotha.
If a void creature can die in the Emerald Dream (see Emerald Nightmare Raid), how can he ‘journey…to Ny’alotha…’?
I hope Blizzard will expand on this and the nature of Ny’Alotha a lot more.