The Purgatory is the world beyond the Universe. It is an endless ocean of fire, consuming and creating energy in an endless flux. It is the world in which the Children were born, which then gave birth to the Gods. Anything living in the Purgatory is a stream of energy, unable to take shape of it's own, since the fires consume shapes and create new energies. Only a creation of a Child is capable of existing within the Purgatory for a while, though will be consumed by the flames sooner or later.
Within the Purgatory, there is the Universe and the city of Heaven.