Due to human's misuse of the world i.e. pollution, cutting trees, etc., the world begin to collapse. This was named Endlocke after a world wide film phenomenon that's story revolved around a similar situation on a smaller scale.
Azure is the area that the story takes place in. It is made up of 5 key areas. They are 4 districts and a dense forest area. The Godai's power keeps the town together and provides various resources such as rich soil, flowing water, and electrcity. Outside of it's protestive bubble, the world is destroyed and broken.