These "UFO's" are created by the processing of the data and images. They are likely caused by internal reflections of the telescope. They are not real objects, just a projected image from the telescope.
There are different kinds of nebulae. It is important to distinguish between nebulae that form stars and nebulae that stars form when they die. For example, the Orion Nebula is a region that is forming new stars, but a planetary nebula is the death of a star.
The image of the universe as a bowtie is misleading. The Milky Way is at the center of this bowtie, and the "missing data" is in line with the plane of our galaxy. We cannot observe these areas because there are too many stars and too much gas and dust obscuring our field of view. This creates the bowtie shape.
The SDSS data in the 3D view have an hourglass shape because galaxies in the plane of our own Milky Way were excluded from observation - too much "gunk," or gas and dust, in the way. If you orient the SDSS galaxies, so it looks like an hourglass, you can then zoom back in and show how the missing wedges align with the plane of the Milky Way. This is not what the universe looks like; it simply represents where we were most easily able to take the data to create the map.