Welcome at the anti-confusion and FAQ chapter.

Q: "What exactly is the Nexus? That word returns a lot in many chapters."
A: "There are three type of Nexusses in the story so far:

The Nexus: The heaven for immortals.
The Nexus of things: The main control-room of the universe.
A Protoss Nexus: A Protoss main building. Used for building Protoss Probes who collect minerals and vespene gas, who in turn return that to the Nexus."

Q: "What are all those words Ulrezaj and Markior are saying? I can't understand some parts."
A: "You don't know the Protoss and Xel'Naga language. But it's mostly greetings and goodbyes, and also yells and shouts."

Q: "Why dont the characters just flee from the planet?"
A: "Well, that would end the story soon? Anyway, they cant. The planet is surrounded by an ever-lasting energy field. It's there as long as Havering/Ulrezaj/whoever is in control is there."

Q: "What happened to Luna Yoshi/Aurora/any other character that doesnt appear anymore?"
A: "Their players simply dont post chapters anymore. Reasons could be holiday, no inspiration, writers block, or that they lost their interest. Read Multex's redlist system."