I saw this series on TV as a child when it was broadcast in Hungary sometime between 1995-1997. It could have been either a North American or a European production. It was live action; it consisted about a dozen (or slightly more) episodes with an ongoing plotline. Unfortunately, I don't remember much save for a few details (some of which are rather uncertain).
The antagonists were either humans from another dimension or aliens who looked exactly like humans; they might have been dressed in long robes or cloaks. They might have had some special ability like telepathy or healing etc. As far as I can recall they weren't particularily evil since their actions didn't stem from malice but rather from protecting their own race.
The story - at least in the beginning - took place in our present-day world. One of the protagonists was a teenage girl living with her father. The girl liked drawing and had a sketchbook with her. Another main character was a woman (or a female alien) who initially was a member of the antagonists' group but later decided to support the heroes.
The plotline partially involved searching for some kind of an artifact (a gear? a sphere? a crystal?) that had to be assembled from pieces and which played a crucial role in the final episode.
The last episode took place in a cave system serving as the antagonists' HQ. The cave had many ornate tunnels and shrines(?) so the whole place looked like as if it had been a temple. In one of the climatic points of this very last episode the mysterious artifact was placed into a holder on an altar which made the whole cavern tremble; it was revealed that all the shrines and altars inside were actually parts of some kind of a spaceship which had been embedded inside the cave system - the artifact was in fact an 'ignition key' to this spaceship. As the vessel emerged from the depths the cave started to collapse and the heroes had to escape.