This article contains plot details from the latest book.
Elysian is mentioned in Unlocked. Kenric mentions it in the memory that Oralie's cache holds but he does not elaborate. It is something that Kenric was investigating along with Stellarlune, but he refused to tell Oralie in the memory.
In Greek mythology, the Elysian Fields (also known as Elysium) is a place where heroes or blessed souls go in the afterlife. Oralie says she doesn't feel familiar with the word, and Sophie asks if it was a place, remembering it from human Greek mythology.