Keswickia was a universe that was mentioned only in Monkey Business. When Keswick was explaining what happened when someone left a universe to go a new one, he mentioned a universe called Keswickia, that no longer exists. It is likely that he originated from there, and Keswickia was destroyed when he left it to go to Earth.
In True Spies, Keswick implied that he left the universe to hide out from the Stink Police who were after him for cooking 'stinky' fish. This confirms that Keswickia is actually a planet, not a universe, and it is likely that it wasn't destroyed.