Reading this post made me realize that The First's night sky is full of stars...and presuming that the stars in the sky in FF14 are "planets" (or even actual stars, which I don't believe there's a term for in FF14 since star = planet) that would suggest that the shards are able to see these other stars, which suggests they are in some way in the same space. Alternatively, it would suggest that the shards have been pushed into other spaces with their own galaxies of stars...which seems far less likely.

I'm guessing someone with more FF14 star lore expertise can speak more definitively on this!

Sidenote: I wonder if anyone has compared the positioning of stars in the night sky in the Source to those of the night sky in The First?