Black, White, and Grey hid themselves in the Hell Dimension, making sure that they weren't even close to any Planets or supervised Primary Worlds. Meanwhile, Sebastian and Kyle's other Avatars traveled towards the southwest. Technically, since the Main Dimension was a three-dimensional space and since cardinal directions were based on Planets, there was no traditional southwest.
However, since the territories in the Main Dimension were similarly distributed to the territories in the Immortal Dimension, people used the cardinal directions according to the territories in the Immortal Dimension. In the end, the cardinal directions were simply decided. There was no real point of orientation on which the cardinal directions were based. People had decided where north was, and that was why it was north.
There was also a coordinate system, but that was only relevant if someone wanted to travel to a specific Planet in a territory.
