The Abyss

The Abyss is a bottomless pit of darkness from which Abyssal Demons spawn from and fallen angels often get cast down to.

It is a dark and cold place, so-called demons come from here as they are formed from the horrors contained whitin the floor.

Purgatory

Purgatory is a place with multiple layers, starting your journey on a river from which you will be brought on a boat to a forest, from which you will be dragged into a puddle of darkness by a tormentor, this will bring you deeper into the forest, then if you manage to find the light at the center of the forest you will be transported to a place similar to a DMV waiting room, on which once the time comes you'll be given a ticket to Purgatory.

Once in Purgatory, you will be in what resembles a suburban town on which tormentors reside to punish those who have sinned. The tormentors will make sure to make your life after death impossible while also keeping you "alive".

The reason you're kept alive at Purgatory is because you can only die there once the time comes, after which you will be reincarnated.

Some people don't end up given a chance to reincarnate and instead get dragged down further down into the Abyss when their time comes.