The Celestis were the Celestial Intervention Agency, who, after The War removed themselves from the universe in order to attempt to escape the temporal damage.
Nature
The Celestis removed themselves from history and detached themselves from the physical plane of existence, making themselves ideas, and thus harder to destroy (harder than a physical body tied down to the time line).
They inhabit a world outside the normal space time called Mictlan, a place that most probably was constructed using the Matrix. It exists outside the physical universe. (EDA: Alien Bodies)
The members of the Celestis were split on who to support during the War; either the Time Lords or The Enemy. (source?)