Not Mars nor Saturn. As seen there is a nebula nearby. The Solar system doesn't have a nearby nebula.

Maybe Sentinel Prime and the Fallen fought with these ships. Maybe the belief of a Prime can stop the Fallen was because the Fallen was nearly killed by Sentinel Prime.

 

Again, that could be and probably is Saturn. I'd put money on it. Its the right colour too and some of Saturn's moons would be the best place outside of Earth and Mars for a base.
You can see nebula from Earth too and they're not nearby, they're billions of miles away. The universe is full of colour.
What does it matter if there is a bit of artistic licence used to make the background look a bit more interesting?

Besides, how else would you explain Megatron, Starscream and Co getting to and from the Nemesis in the relative blink of an eye?
I'm not ruling this being in another solar system somehwere. Maybe Megatron and Co can travel light years in the blink of an eye.
But I would need more evidence or official confirmation that this isnt one of Saturn's moons than the presence of some nebula which could be there just for effect for all we know.
It also seems odd to me that, when trying to depict a truly alien world you'd use an identical planet to one we have in our solar system.

 

I'm amazed how much of my original theory of the thing on the moon being the Ark and the Sentinel Prime expedition proved right.

Which brings to question why the Ark crashed on the moon.

 

So, it seems that Sam's Jibba-Jabbing is actually making sense!?

If that's the case, then maybe what occurs in TF3 is also a dimensional shift. I was considering that the destruction that took place in Chicago didn't seem 'fresh,' but happened over time. So maybe the crew gets dimensionally-shifted into an alternate world.

 

I personally have a feeling that in the final battle Sentinel is going to be fatally wounded defeating Shockwave and pass the torch to prime as the true last of the primes and perhaps charge him with gathering what remains of their race and to use some Dues ex Machina hidden on SP's ship to restore Cybertron

 

My theory: Sentinel and The Fallen had a big badass battle somewhere in the Solar System, the battle caused an absurd amount of damage in both The Nemesis and The Ark [And Sentinel obliterated The Fallen's forces and handled The Fallen's ass back to him, leading to The Fallen's fear of anyone with "Prime" on its name].

The Nemesis ran way from such a implacable enemy [Sentinel] to somewhere else in the galaxy, due the damage, The Nemesis crashed on that planet with the nebula [Mars/Saturn/Weird Planet/whataver the hell that is].

Sentinel Prime was deadly wounded [and his entire crew had been killed] after the battle, The Ark had little to no energy [and was completely crippled], so he sent a final message to Cybertron saying that he was going to die and that Optimus was now the last Prime and supreme commander of all Autobots.

Then he made a final trip to the moon to die in peace.

He didn't die, however, he only entered in stasis.

Pretty simple, huh?

 

More than likely Sentinel predates even the Great War and is probably regarded as a ubran myth by both the Autobots and Decepticons until his discovery... It wouldn't make sense for the most powerful Autobot ever, to take off on a discovery expedition in the middle of Cybertron's most brutal civil war, he's probably similar to IDW's Nova Prime in that regard.

Big question is how did he end up on our moon, deactivated?