I have many imaginary worlds in my head that are all separate from each other and they exist in bubbles but plenty of worlds have enough tech and/or magic (depending on how the individual world works) to visit other worlds. There's a sort of "space" between these worlds that I call multiverse space but I don't know if there is a word for this concept that others use commonly.
A space between universes within multiverse is often considered not as a real space, but as a boundary of sorts. Consider the words:
Also, since the space between worlds is not a world but something else, probably alien and inhospitable to mortal travelers, there are words reflecting such "antiworldness":
I don't think there is the one preferred word. The authors tend to choose the word suitable to inflict a certain vibe, for example "the Void" is expected to be rather boring, while "the Abyss" sounds aggressive.
PS I mostly read sci-fi and fantasy in language other than English, but I did my best to summarize, translate and check my findings.