all of those stars are in our galaxy, orbiting in the same plane the galactic center...like rafts floating down the same river -

in the frame of reference of a raft, they aren't moving relative to another raft

from a frame of reference of a person on shore, the rafts are all moving

from a reference frame far outside the galaxy, yes the sun appears to be moving in orbit around the milky way center

from another galaxy, the milky way appears to be moving away

-its all about where the observer is observing 👍