For the wonderful Agartha, you can just check on wikipedia too. there is a huge page about this underground mysterious city
Caelum maybe reminds me the old Hawkmen from both Flash Gordon and He-Man. In latin as I think everybody knows, it means "sky".
Abysia could possibly be an original creation, but there are much more expert players than me, who played this game since Dominions: PPP, who will give you a better answer maybe
