Makai is a half physical, half spiritual subrealm of the Third Realm. Makai is difficult to describe. It is a realm of absolute chaos that lies parallel to a First Realm. It is a twisted, contorted landscape and its features are highly reminiscient of the Christian version of Hell (which is one of the many branches of Makai, since Makai itself is more of a classification for a cluster of dark afterlifes). Indeed, the term was derived from the Shinto mythos about where wicked souls go to become Demons such as Oni. Its ever warping landscapes, however, make it an interesting realm to a lot of individuals, despite the numerous Demons looking to prey on Ningen unfortunate enough to be lost in Makai.
Makai, however, is not an inherently "evil" location despite the name literally translating to "The Evil World". Chaotic and occasionally destructive individuals, Ningen or Demon alike, will find themselves right at home in a Makai-type Subrealm. Not all is bad in Makai, as darkness and chaos are abstract concepts that are capable of great good as well as kindness. As stated, Makai is difficult to fully describe, except that it and its cluster of nether subrealms (as well as its interaction with the Second Realm) is part of what holds many First Realms together.
If you're a "Dark" sort of personality, you'll likely find a home here.
In regards to the Leena Continuum, Aeternalae are a common sight in Makai. However, in terms of "power levels" they are far outclassed by many Demons and thus live together with Ovalisks for protection. Makai is the most frequent location for Faction Warfare within the Leena Continuum as well.