Official DBS Broly Novel Explains '' Gogeta vs Broly Dimensional Fight ''
This is what The Official Dragon Ball Super Broly Movie Novel translate the Dimensional Fight :
“It describes Super Saiyan Gogeta and Super Saiyan Broly's energy as being so powerful that it like...surpassed or broke the boundaries of the universe which transported them to that other dimension. When Broly slams Gogeta around and we see more reality shattering it describes it as something like Broly smashing Gogeta against the walls of space. When they exit the dimension it's described as them 'crumbling' the dimension."
Their powers was intense & too much for the Universe to handle which is why they were able to shatter the reality.
Here is also what Kace Mua from Quora says :
Based on speculation, Super Saiyan Gogeta and Super Saiyan Broly seemed to be fighting in an “alternate” dimension. Their Ki blast clashed and were just so overwhelming powerful that they broke through the space, time dimension and then unknowingly broke out of that space, time dimension.
Then afterwards, Broly became Legendary and Gogeta went Blue. Their fists clashed at full strength and they were able to break out of that dimension.
I say “alternate” dimension because after they broke out of that place, they were in another area with mountains and not near the volcanic area.
So, they were actually traveling away from that place and broke out of the space, time dimension and were in another area! It's quite interesting. Though it could just be a couple miles away.