I'm trying to understand where each setting is in relation to each other. As best I can understand it, the Screaming Vortex is between the Calixis Sector and the Koronus Expanse, and the gate to the Jericho Reach is in the Koronus Expanse. Am I right?

"Between" is nearly right - it's possible (and highly advisable!) to bypass the Screaming Vortex when traveling from the Calixis sector to the Koronus Expanse, but the best entrance to the Vortex is within the passage.