The vault
The celestial space was originally created by one of the Ancient Ones. Celestials could create their own celestial space, but none were as large as the celestial space used by all.
Time passed slower than in any other space, and there were certain things one could do in this special space that they weren't able to do in others. For example, travel to other planets and areas.
This was something unique to the Ancient One. When creating spaces, he could add unique elements to them, but with all of the spaces he created, hard-set rules needed to be applied.
The number of rules, how many people these rules applied to, what type, and who… all of these things would dictate the strength of the space created.
Using this power, the celestial was also able to create prison cells for the celestials that caused too much trouble. Killing them would result in their rebirth at some point, so it was best to put them in their own space with no way of escaping.