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The video game's alternate ending (in which the Enterprise-D survives) takes place in the "All Good Things" future timeline.

The interior of The Nexus is a Static Warp Bubble as seen in the episode Remember Me.
  • That explains how it allows ones joys to re-shape reality. I can make the leap that a static warp bubble is outside of regular space time. And it explains how Picard was able to find Kirk and ride out on a horse, realizing it was a static warp bubble he realized that it was a reality he could shape.
  • It also just occurred to me that Picard would also be able to resist the effects of The Nexus due to his experiences at the edge of the universe in the episode Where No One Has Gone Before. Meaning that it was Picard's encounters with The Traveler that gave him the frame of mind to be able to escape The Nexus.

Picard has never left the Nexus.
This is pretty straightforward. The Nexus gives its occupants everything they desire, and Picard's desire was to stop Soran. So, the Nexus granted his wish and created a simulacrum of Veridian 3, with a simulacrum of Soran, where Picard could fulfill his fantasy. Then, he wished revenge against the Borg, and his wish was granted. He also wanted the people around him to get better (LaForge to get real eyes, Riker to rekindle his relationship with Troi) and he got that wish too. He wanted a final mission with his entire crew, including members that couldn't possibly be there (like Worf), where Riker would be promoted to captain and he would stop a Romulan invasion of Federation space. He got that wish too. This would also explain the inconsistencies between the later movies and the established canon (Troi saying she never kissed Riker when he had a beard, Worf being aboard the Enterprise and saying Romulan ale is illegal, Wesley Crusher being present at the ceremony, a photograph of Picard as a bald cadet). Those are the results of events Picard either forgot or wanted to forget, made into a perceptible form by the Nexus.
  • Then explain how what we saw from the Generations onward, their uniforms, the Borg attack, the Son'a are all consistent with what we see in other Star Trek works taking place at the time.
    • There are two possibilities. Option 1: everything we saw that refers to Star Trek movies after Generations is part of Picard's fantasy. Option 2: the Nexus scanned many ships and planets (see the guess about it being a machine, below) and introduced real elements that Picard could not possibly know, in order to prevent him from questioning the reality of his experience.

Alternatively, Picard never entered the Nexus.
Posed by SF Debris. In his words: "After all, which is more likely; That Picard (a 74-year-old man in a nearly all-black uniform, no protection from the sun, and with no water to speak of) now has sunstroke, and believes he is teaming up with Starfleet's greatest hero, or that Picard goes to a magical land of fairy dust where all his wishes come true?"
  • As an addendum to this theory, what we saw was actually a mixture of reality and Picard's fantasies. Soran knocked Picard semi-conscious, and then realized that between all his verbal sparring with the captain and the subsequent fistfight, he forgot to disengage the rocket's docking clamps. He tried to correct the problem, but was just a little too late, and was killed when the rocket exploded. In the time that passed until he was eventually rescued, Picard hallucinated that he had gone into the Nexus, brought back Kirk and the two had stopped Soran, rather than the good Doctor blowing himself up like a putz.

Kirk never left the Nexus either.
Not only does it follow from the idea that Picard never left the Nexus, but also provides a convenient explanation for all the awkward-in-hindsight or sillier parts of the Original Series and Star Trek V: The Final Frontier- they happened, but only to Kirk as part of a Nexus-induced fantasy as he was reliving his salad days.

The point of the Nexus scene was to show us Picard's hatred of his brother outweighs his love of his nephew.
At first it seemed to me that the scene in the beginning when we found at Picard's brother and nephew died in a horrible was just a throw away scene that never amounts to anything. Then I realized, no this scene was an insight into Picard's true hared of his brother, it's the only explanation. We see Picard reminisce with Troi about his family. Then Picard enters the Nexus. He has a vision of being with his family, and his nephew is there as well. Then echo-Guinan goes way out of her way to explain that he can go back to ANY point in time and effect changes. He looks longingly at his nephew and leaves to find Kirk and go back to 5 minutes ago. He expressely DID NOT go back in time enough to save the lives of his brother and nephew, even after seeing his nephew again in the Nexus. Why? Because he hated his brother just that much that he was willing to let his nephew be dead of a horrible death as long as it meant Robert was dead as well. It's like the writers went way out of their way to make that point to us the audience.
The Nexus was not a natural phenomenon.
While it visually resembles what a cosmic string is hypothesized to look like, the Lotus-Eater Machine-properties of the Nexus cannot be predicted by any theory about cosmic strings. In fact, those properties don't fit any theory about any natural phenomenon, because they only make sense in a tool: an object that has been intentionally built to be used by someone. The conclusion is that, despite looking like one (probably as a disguise), the Nexus is not a cosmic string at all. Instead, it's a machine, probably built by a long-lost civilization, that uses holodeck- and replicator-like technology to read the thoughts of its users and replicate whatever environment and situation they think of. Now, its ability to destroy any ship that flies toward it, as well as to leave a planet untouched despite passing right through it, starts making sense: it's a security measure, implemented by its builders to prevent unauthorized access, which differentiates between ships (intruders) and planets (naturally-occurring solid matter) and decides which objects to attack. Which, can be furtherly inferred, means that Soran actually discovered a backdoor in its security systems (if passing close to a planet does not activate them, then anyone on that planet is free to enter the Nexus at will).
  • This leads to a corollary guess: the builders of the Nexus are currently residing in the Nexus. Let's imagine a civilization with molecular nanotechnology, but without interstellar travel. Let's also imagine that its planet is about to be destroyed (e.g. because its sun is about to go supernova). What will that civilization do? Obviously, they will build one or more arks, meant to drift in space at sublight speed, which they will inhabit to survive. And, in order to live the best possible life, they will equip each of those arks with a computer that reads their thoughts and creates environments that perfectly fit each and every need they may have.
  • The novel Q-Space actually explains that the Nexus was created by a young Q.
El-Aurians are vastly more drawn to the seductions of the Nexus than humans.

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