Now go to Filter > Render > Clouds. I used this filter several times (CTRL+F) until I get the effect I needed but here I will show just a steps of one random example.

Go to Select > Color range and choose some bright color from our clouds as a sample color.

Hit OK and then DELETE on your keyboard so you will get rid of all highlights from clouds. Then just hit CTRL+I to invert the colors.

Then with Eraser tool (soft brush) erase clouds near the boundaries and leave just one cloud near the center of image.

Now with the eraser tool (hard brush this time, pretty small) make a holes in brighten parts of cloud.

And all you have to do now is just changing the layer's blending mode from normal to color dodge. You can also go to Image > Adjust > Color balance and add some blue/cyan to pop up the clouds (which are our simple nebulas now).

Here's my final result. I player with opacity (10-20%) and color balance a bit. I've made it really soft.

Also I've added purple smudges here and there with soft brush. Almost invisible.

Step 8 - Flashlights

Firstly I want to make a header more purple. I used this color #523157. With hard brush (low opacity, like 20-30% and different sizes) doodle around on the header.

Then go to Filter > Blur > Gaussian Blur and use pretty high radius like 100px so everything will be smooth.

Now create a custom brush (hard brush with 1-5px diameter) like this below and go to Edit > Define brush preset.

Choose the brush tool and in active brush set you can find your newly created brush- select it.

Open up the brush panel and use the settings as below. Then paint around the header.

Try to get something like this

Then CTRL+Click on the layer's thumbnail, so you will get the selection. Go to the Select > Modify > Contract and contract by 1px. Hit OK, go to Select > Inverse and then hit DELETE on your keyboard so you should end up with something like this.

And here is how it looks on the header:

I've added two hovering lights on top of the header.

How to create them? Just pick a polygonal lasso tool and make a selection like this below and fill it with gradient (color - transparency). I used #876887.