There is a difference between the activities of Krsna which are exhibited to the perception of the conditioned souls in this world and His activities in Goloka Vrndavana. Because Krsna was playing as an ordinary human being, His activities here appear just like ordinary human activities, but in the Spiritual Sky there is no such requirement. There in the spiritual sky Krsna has His activities also but they cannot be understood by the conditioned living entities how they are going on without any resemblance of the mechanical workings of things in this material world.
In the Spiritual sky and in the material sky also there is no question of separation from Krsna. Krsna is all pervading, so where can one be out of His presence? Whatever has to do with Krsna is on the spiritual platform and on that spiritual platform there is no difference between being together and being apart from Krsna. So even in the feeling of being separated from Krsna, Krsna is there.
So far the Avataras are concerned there are two types. One is called nitya and the other is called naimittic. Nitya means eternal and namittic Avataras appear for some specific function in the material worlds. Nitya Avataras have their eternal abodes in the spiritual sky from which they may sometimes descend to the material worlds, but naimittic Avataras are expansions of Nitya Avataras for some timely purpose. So the non-human forms of Avataras do not have their planets in the spiritual sky.
Yes, Mahesa Dama is in the spiritual sky. That is described in the Srimad-Bhagavatam and Brahma Samhita. At the time of dissolution of the material worlds, Lord Siva remains in His spiritual abode while the cosmic manifestation merges into the body of Mahavisnu.
Regarding the activities of such great sages and devotees like Parvat Muni and Parasara Muni begetting children, such activities of these elevated souls are not to be questioned by us. They have a higher purpose which we cannot determine; therefore it is said in the Srimad-Bhagavatam that one should not try to imitate the actions of the Isvaras or those who are very powerful, but one should follow their instructions.
I am very glad to know that you are reading our literatures and you are very thoughtful about them. I am always happy to answer your questions, but you should practice to get the answers from your husband and try to find them out by reading further in our books. All questions will be clarified if you simply read our books very thoroughly and follow the simple process of devotional service as we have given it to chant regularly and rigidly observe the rules and regulations. This is our principle that the spiritual science becomes revealed to the devotee from within the heart according to the degree of his surrender to Krsna. You are a very hopeful student and intelligent devotee, so you continue to pursue your devotional activities patiently and Krsna will open your path of Krsna consciousness so you will progress more and more.