So we know that the Seraphon followed Dracothian to Azyr, but where are they actually located in the realm? Are they chilling in the atmosphere in their pyramid ships?
They are anywhere the Slann want them. Ok, to be honest: we don't know. Some are in their space ships, some are somewhere in the mortal realms. My own interpretation is that some of them are indeed in a part of Azyr, the Slann shaped it to look like old Lustria. From there they can be called, teleported, to summon them onto the battlefield. Basically like the Protoss from StarCraft are warped in from Aiur.
on the maps we have been given for AoS regarding the realms., Azyr seems to be on the edge of the cluster of realms. 'high azyr' is not usually shown (or is shown in place of the normal azyr label) but is basically implied to basically be the void around Azyr. and the slan templeships are knwn to be mobile, so really, you can probably view the templeships as floating around anywhere on the map of the realms. the crest is Azyr, 'high azyr' is the label on the area right around it with the sun-rays.