Lol not just the Abyss but also from the universe as stated in Narwhal description.
A mysterious and gargantuan creature from another world.
Poets often liken the starry sky to the ocean. They've seen or dreamt of countless bioluminescent plankton floating on a moonless sea, resembling a galaxy, or the moonlight ripped apart by waves on the sea's surface, like shimmering stars. In the most fantastical stories or outrageous lies, the stars found in the depths of the cosmos might be teeming with life, much like
Teyvat, and the universe itself is akin to an ocean. Realistically speaking, however, if a profound universe full of life exists, why hasn't any of that life made contact with Teyvat?
Maybe the universe has been constantly trying to infiltrate Teyvat, or maybe a
higher power created
borders to protect this world.
It is also confirmed in the Book of perinheri that khaneriah had to deal with alot threats from the outside (because for whatever reason is not protected by the firmament):
Due to the Kingdom's unique position, things from outside this world were always leaking into it. The Kingdom's weapons would wipe out the calamities slipping in, but what of all the other objects? Such as, say, a child who may have come from some destroyed world?
The book of Vera's Melancholy also confirms of cosmic horrors and virus. So I doubt Phanes is trying to protect the teyvat solely from abyss when there are other threats outside teyvat. (I am not gonna claim this is true but however it may also protect teyvat from threats of the honkai verses, it´s called hoyoverse for a reason lol)