Parama Dhama is mentioned in Bhagavad Gita verse 8.21 which I recommend to refer first:
अव्यक्तोऽक्षर इत्युक्तस्तमाहुः परमां गतिम्।
यं प्राप्य न निवर्तन्ते तद्धाम परमं मम।।8.21।।
He who has been mentioned as the Unmanifested, the Immutable, they call Him the supreme Goal. That is the supreme abode of Mine, reaching which they do not return.
In Vedanta (spiritual) philosophy, Parama Dhama would be interpreted as either Brahman or BrahmaLoka. (Ref. Brahma Sutra 3.3.26 to 3.3.32) Also visit Where does a Soul attach to the Body?
Brahman is referred as Paramatma means the Supreme Self that dwells within all beings and Parama Dhama refers to it.
Q. If not by sun, moon or fire then what illuminates the param dhama ?
Actually sun, moons are illuminated by the supreme self so they can't illuminate Brahman.
Bhagavad Gita is considered as Smriti Prashthana for Vedanta. Bhagavad Gita is considered as extract of Upanishads also.
The verse you've mentioned (BG 15.6) looks very similar to that of Upanishads:
न तत्र सूर्यो भाति न चन्द्रतारकं
नेमा विद्युतो भान्ति कुतोऽयमग्निः ।
तमेव भान्तमनुभाति सर्वं
तस्य भासा सर्वमिदं विभाति ॥
The sun does not shine there, nor the moon and the stars, nor these lightnings, not to speak of this fire. When He shines, everything shines after Him; by His light everything is lighted.
Which is from Kathopanishad 2.2.15, Maundakopanishad 2.2.10 & ShvetaSvataropanishad 6.14
Also read the interpretation of BG verse 15.6 by Sri Ramanujacharya:
English Translation of Ramanuja's Sanskrit Commentary By Swami Adidevananda
15.6 The sun cannot illumine the light of the self, nor moon, nor fire. For, knowledge is indeed that which illumines them all. External lights, however, are helpful only in removing the darkness which hinders the contact between the senses and the objects. It is the intelligence of the self that reveals such external lights. What reveals this (i.e., the self) is Yoga (i.e., meditation) only. Beginningless Karma is the hindrance. It has been taught that the way for the erasing of Karma is self-surrender to the Lord through detachment etc. That supreme light, reaching which they do not return any more is the self, which is My glory (Vibhuti) and therefore belongs to Me and is a part of Myself. Such is the meaning. The supremacy of this light (i.e., individual self) consists in its capacity to illumine the light of knowledge. Knowledge alone can illuminate all things (including the light of the sun which sheds only physical light on objects.).
For Brahma Loka or Surya Loka visit : Surya Loka(सूर्य लोकं) in Hinduism and/or Want to know about Brahmaloka
Adobe of Krisna is also known as
Goloka in some scriptures like Garga Samhita and
Adobe of Vishnu is also known as