Purgatory

Purgatory is the space between the living world and the afterlife.

Background
According to Merlin, the Purgatory is a place of chaos where mutilated souls and predatory monsters seek prey, how there is scorching heat, blistering cold and toxic air that destroys the flesh of the living and how time and space are warped, saying that a minute corresponds to a year in there.

At some point after the Holy War, the Demon King was imprisoned in the Purgatory.

The only being who enter the Purgatory and returns was Merlin's father. After a single minute in this dimension her father returned back looking as an old, invalid person.

Plot
After his defeat by the Ten Commandments, Meliodas does not move on to the Capital of the Dead but to Purgatory, instead. There, he confronts the shadowy remnants of the Demon King while waiting for his revival.

When Merlin discovers that Hawk was connected to Purgatory and that the Demon King had been observing them through Hawk's eyes, Diane suggest that they can go to Purgatory through Hawk in order to recover Meliodas's emotions that have been stolen by the Demon King. However, Merlin reveals that this would be an impossible task for them, but Ban affirms that he could make it since he is immortal. Skeptical, Merlin uses an enchantment to send Ban to Purgatory.

In Purgatory, Ban has been transformed into a pitch black fox-like monster fighting against other beasts, but manages to regain his sense of self. Ban's hair is extremely long, showing that he has been looking for Meliodas' emotions for decades, or possibly even centuries.

His flesh is constantly destroyed and recreated through Purgatory's atmosphere and his immortality is the only reason he lasted so long, but being always in the brink of insanity. The land opens up and he skids down a huge chasm and splatters on the ground, before coming into contact with a dragon-like creature. He fights it continously for years on end and neither of them has fallen yet they both know their fight will continue forever at the rate they are going.

Ban reminiscences of the others waiting for them back in the living world, Elaine especially. He asks Meliodas to hurry and come back to them, but sees the dragon is gone. He hears a voice calling for Elizabeth and looks down to see the dragon was in fact Meliodas' emotions this entire time laying unconscious next to him.

Meliodas wakes up and sees Ban to whom he believes is a hallucination but upon realizing he is the real Ban, cries over him, believing he was never going to see him, Elizabeth, or the others ever again. He explains how the Demon King had him imprisoned to make sure he would not get back to his body and eventually turned into the dragon after being consumed by rage and the Demon King decided it was okay to let him go since he could keep the exit with him to make sure Meliodas would not find it by chance.

The two of them find and kill a naturally-born creature of Purgatory that has a physical form and use its remains to create weapons and new clothing that can resist the atmosphere, and begin their search for the exit to the real world but during their voyage they are ambushed by a stranger who says he is curious how Meliodas and Ban are looking for an exit. Meliodas asks them if they know where the Demon King and the exit are, to which he agrees and says he'll show them if they take him with them, showing he is a pig who looks just like Hawk who is named Wild, he is searching for his long-lost younger brother.

Inhabitants
In Purgatory there are two kinds of creatures:
 * Foreign species: These are the souls fallen in Purgatory that transformed by rage into pitch-black creatures with no definite form or substance. When they die they turn to dust.
 * Indigenous species: These are creatures naturally born in Purgatory, with evolved bodies that withstand the extreme conditions of Purgatory. As they have "substance", when they die they leave corpses, that can be used as a source for materials to make cloths and weapons.

Trivia

 * The Purgatory is presented as a counterpart to the Capital of the Dead; whereas the latter is a place where souls rest in peace, the Purgatory is more like a torturing prison to souls. Unlike the Capital of the Dead, which rejects the living, it seems that both living and dead can co-exist within the latter.