Is Thedas even on a planet? I mean sure, we know there is more to the world than just Thedas since the qunari came from another continent, but I always assumed The "world" was just floating around in the fade. That doesn't explain where or what the sun and the stars are though.
I have a theory about that and i repeat here
The Fade is Thedas heart, the world is it's strong arm, by means the world is illusion
It is a box in a box. Both Thedas and the Fade co-exist, what you see as sun, moon and stars are just your perception.
This explain why they can see demons and spirits in "real" world, they supposed to be "unreal". Lyrium that connect the real world with the dream world.
In DA:O you can see many lyrium veins in the Fade. Now lyrium is supposed to be physical isn't it? That is why your dwarf Warden cannot use the lyrium in the Fade.
So, Thedas is a part of the Fade, when the Veil tear, it is like the aquarium have a hole, the water and the fish rush in...