I'm trying to create this:
This is my result based on some changes I made to this tutorial:
I'm satisfied but I want a less defined border. I also added lens distortion and fog glare in the compositing panel. This is my Shader:
I'm using Principled Volume shader and some Noise Textures to create the "Nebula" effect, but I want to "blur" the edges of the volumes to make it more like the reference image. I tried adding a gradient spherical texture, a color ramp and mix it to the density attribute but it doesn't work with this shader.