I don't know how to do the whole "soul-in-a-cage" thing, but as goes entering and exiting the star:
You could make a spell that is given to the player via the Azura's star quest (look around through the scripting and dialogue of the Azura's Star quest line and see where the player actually receives the Star from Azura, then sick in "Player.addspell" then put in the spell ID. You'd have to make a new spell, and then stick a script to it.
Also, you're going to need to make a pair of X Markers (or alternitively, you could have an X marker and an X Marker Heading which points in a certain direction inside the star, if you want the player, upon arrival, to constantly face one direction in the star's interior). Name them both.
JUST FOR THE RECORD: X Markers and X Marker Headings appear in the Creation Kit's Object Menu list as "XMarker" and "XMarkerHeading" so if you're searching around in the CK for them, DO NOT USE SPACES IN YOUR SEARCH'S SPELLING; THE CK WILL NOT IGNORE THE SPACES.
Place the X markers (AFTER THEY'RE GIVEN NAMES) into the interior cell that you have inside the star.
As goes the spell itself; make a new spell, set its architype to script, and then afterward make a new script in its Papyrus script section.
The script goes something like this:
ScriptName StarTeleport extends ActiveMagicEffect
ObjectReference Property XM1 Auto
ObjectReference Property XM2 Auto
Actor Property UserActor Auto
EVENT onEffectStart(Actor akTarget, Actor akCaster)
UserActor = akCaster as Actor
XM1.moveTo(UserActor)
UserActor.moveTo(XM2)
EndEvent
The properties should be filled out as follows:
XM1 is the first X marker that you placed. This will be moved to the player when the spell is cast so that you have a return point to where ever it was you were before going into the star.
XM2 is the second X marker, or the X Marker Heading. It's inside the star and STAYS THERE. It's what tells the player where to go when the spell is cast. If you use an X Marker Heading, make sure the marker is pointed in the direction that you want the player to face.
ALSO:
Inside the star you're going to want to make another activator and stick a script to it that more or less does the exact same thing:
It goes something like:
Scriptname StarExitTeleport extends ObjectReference
Actor Property UserActor Auto
ObjectReference Property XM1 Auto
Event OnActivate(ObjectReference akActivator)
UserActor = akActivator as Actor
UserActor.PushActorAway(UserActor, 60.0)
utility.wait(2.0)
UserActor.moveTo(XM1)
EndEvent
Properties:
XM1 is, once again, the FIRST X marker, the one that you moved before with the spell.
ALSO: this is going to be a bit more comedic than what you wanted, but the part of the code that says "PushActorAway", well... it doesn't make your character gracefully glide into the air like the levitation thing in Tel Mithryn. Instead, it will RAGDOLL YOUR CHARACTER AND THEN LAUNCH THEM INTO THE AIR.
Lol.
It's the closest thing that I know how to do with what I have.
After doing my own experimentation with the function, I found out that an actor calling "PushActorAway" on itself will cause the actor to launch themselves vertically into the air by whatever HAVOK impulse force is applied to them (that being the number in the parentheses that comes after the name of whatever actor is being pushed away).
NOW JUST FOR THE RECORD: I HAVE NOT TESTED EITHER OF THESE SCRIPTS.
If you get any errors, just post them back here and tell me what the compiler spat out as an error, if the script won't compile.
If you test them in game and the script does not work, let me know what went wrong and what the game did or did not do. I'll mess around with it until I can get it working (I have a sort of "test mod" that I use for this; I have sort of Dwemer "laboratory", a mod I made where I test new scripts. If this doesn't work, let me know what you think went wrong, and if they won't compile correctly then be sure to post what the compiler said was off with the script).