Marvel Comics (not the movies) defines Celestials as "beings of pure energy encased in Vibranium." In that same world Adamantium traces back to WWII, when a metallurgic accident occurred when a scientist spilled chemicals on vibranium, turning it into a Vibranium-Steel alloy he named Adamantium, after the Greek Adamantine. Fast forward to the 60s and he finally created true Adamantium, a liquid metal that can be shaped and cooled, and cannot be altered again, aside from being reshaped on a molecular level. It must be kept above 1500 degrees Fahrenheit. It's chemical composition of resins and is a closely guarded government secret. [Marvel's site]

I cannot find a single quote or source of where the "Celestials [plural] are made of adamantium," came from. In Hall H they showed footage of Harrison Ford's Ross announcing the Discovery of the newly discovered resource, but nowhere in any official capacity can I find a quote longer than, "I present to you adamantium" and "it belongs to everyone." The footage most likely explained more, but no official release has happened yet, so all we have is word of mouth from the people present. But here is something we do know: In Eternals, way back in 2021, Sersei transmuted Tiamut from his base Celestial form, into stone. If the remains contains deposits of afamantium, it is more likely to be a chemical reaction of organic matter within the stone (Sersi was panicking) becoming resins under pressure, and reacting with the vibranium the celestials armor was made of.

To claim "Celestials are made of adamantium," would be an assumption of earth minds seeing cosmic level science. This is likely to be the only "natural" forming adamantium, and the alloy likely already exists in the MCU. A metal clawed man was reportedly in a bar fight by a media outlet in She Hulk. So to assume this can lead to a Star Lord/Ego connection is an enormous leap in logic. The people probably aren't aware that Celestial was transmuted by Sersi.