Entelechia (零域 or エンテレケイア Enterekeia) is the space where the Cthulhu's homeworld are located.
Z/X Encyclopedia Entry
Different dimensional space dominated by the energy lifeform, Cthulhu.
There are two ways to come and go through it. You can force your way through the gates that was submerged in the depths of various places such as Japan Trench, or take the advantage of Yog-Sothoth's ability to distort spaces. Either way, both are almost impossible to do without the cooperation of the Cthulhu.