This may sound nonsensical in relation to the discussion on the size or nature of a universe, but to me this is connected and necessary to relate to understand the full picture.
A galaxy is, in my opinion, the largest being in existence. The Empusa is one such being, if they once were galaxies or if they just have this size and form I have no idea. But they are on par with galaxies and they have a black hole in their middle. They are playful and may appear as a woman to a spiritualist as a form of game. They may also accept contracts and play along with a summoner for the same reason, creating the impression that they can be controlled, and that they are rather small. This is not the case, and they can break any contract at will. Because they are galaxies they can instantly kill a man by simply sucking out their life force (through kissing them), there is no way an average person can resist a force of this size. But they won't break their toys for no reason so this rarely happens unless they are met with hostility.
What exists between galaxies? I'd say it's just black matter, chaotic particles of high potential with little form or predictability. It doesn't have to be very complex to talk about or understand, once you realize galaxies are larger than universes. This point is the most common misconception hindering development of a functional worldview.