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The Gates of Elysium were where the Doctor believed Davros had been killed during the Time War when his command ship flew into the gates. The Doctor attempted to save Davros but failed.
However, Dalek Caan had actually been able to save Davros from being killed at Elysium by initiating an Emergency Temporal Shift after an encounter with the Doctor. (DW: Evolution of the Daleks)
The shift allowed Caan to arrive just before Davros died and take him to another point in time and space. Dalek Caan lost his sanity by interfering with the Time War, every detail of which was time locked. (DW: The Stolen Earth)