An interesting question and one we will all find the answers to soon enough.
I am no believer in the heaven hell scenarios but I have seen and heard stories of interesting occurrences that really defy rational explanation.
So I am not sure, we do not understand consciousness well enough yet, nor do we understand the sub atomic dimensions of the universe. I guess I am saying I keep my mind open to the possibility of an echo or a parallel universe scenario, I neither believe nor disbelieve, I am just curious.
What ever it is it will have a rational scientific explanation not a supernatural one. :-)
I think they just die. They go nowhere but into the ground or to ashes and that is it. Everything that they were, ceases to exist, except in the minds of those surviving them.
Just thinking about it happening to me, is terrifying.