Thank you for comparative question, “What is the difference between Sheol and purgatory?”
Here are some thoughts for one’s consideration:
A. Sheol is biblical term while purgatory is a non-biblical Catholic theological term.
B. Sheol is perceived as a place where every dead person descends upon death and purgatory is perceived as a place where believers in Jesus Christ descends upon death according to Catholic theology.
C. Sheol is perceived as a place of unconsciousness or inability to communication with the living while purgatory is place of consciousness and or communication with the living according to Catholic theology.
D. Sheol is the place where deceased person may be held for judgment without the ability to earn merit to enter heaven, while purgatory where the deceased believer in Christ receives/earns merits to be released from purgatory into heaven according to Catholic theology.
E. Sheol become a place of hope with progressive revelation with salvation by faith through grace, while purgatory is a theological teaching of earning righteousness on earth or by others so that one is worthy of heaven according to Catholic theology.
Death is the cessation of physical life but the spirit of the person continues to live on. beyond the grave. Depending on one’s view of the afterlife and the bases for entering heaven will depend on one’s understanding/interpretation of the Bible.
My understanding that a believer in Jesus Christ who dies is in the presence of God. When Stephen was being stone, he saw Jesus on the right hand of God and said to him in Acts 7:59, “When they were stoning him, Stephen prayed, “Lord Jesus received my spirit.” The Apostle Paul states that absent from the body is present with the Lord (II Cor. 5:1–8).
SUMMARY: Every person will face physical death and his soul/spirit will be held in a place to await final judgment or entering into the presence of the Lord depending on one’s response to the message of salvation given by God.
For more perspectives:
https://www.quora.com/What-is-the-difference-between-Sheol-and-purgatory