Anathema is the realm of the Antithesis. Anathema is the Antithesis itself, as a location. Princes are utterly unable to enter, touch, perceive, affect, or threaten Anathema in any way. They can, with difficulty and some effort, sense worldgates leading to Anathema.
The Principle and the Princes are sure that Anathema exists, but most of what they know will come from a process of elimination. The Principle isn't able to directly sense Anathema or the Antithesis, but it is able to sense the influence of Anathema, sort of like how one weight on one side of a scale could deduce the existence of the weight on the other side. The Principle knows that, according to the fundamental laws of the cosmos, the Antithesis must be and is its equal and opposite, and so Anathema presumably is also equal and opposite to Principality.