The Nebula of Shiloe was first shown in The Pirates when the team went to play a match against The Pirates team, however the match ended when Technoid invaded Shiloe to attempt to capture the pirates however they were able to escape and finish their match on Akillian in The Professor.
Shiloe's stadium was actually concealed within one of the meteors that make up the Nebula, Thran's admiration of the pirates improved greatly when the stadium landed next to their hotel and opened up to reveal the pitch. Shiloe's hotel architecture is based on the same design saw on planet Unadar.
After the evacuation of Shiloe, it is not shown again which suggests that the pirates have now found a new place to set up headquarters leaving the Nebula of Shiloe abandonned (although it is possible that the new headquarters have been renamed Shiloe). However, it was mentioned by Micro-Ice in Fathers and Sons and Clamp later tricks Aarch into thinking he and Thran went to Shiloe when they actually went back to Paradisia.