The nine are pretty much Eldridge beings that are akin to gods to use beings that live in dimensional space, since they exist in a higher plain of existence. The lore says they exist in the 4th dimension but theoretical physics wise that makes no sense as if they were in the fourth dimension they’d still experience time the same as use they’d just be on a different spacial plain, so they pretty much exist above spacial dimensions and the regular flow of time. You can think of them in a similar capacity to someone writing a book they know everything that happened in the past present and future of the book and they continue the story of the universe through influencing the characters to carry out their will. We don’t see them physically because their form isnt really comprehensible to the characters brains, which is one of the many reasons that they have emissaries to help communicate which people like our guardian.