Purgatory is a fiery purification, and have elements of both heaven and hell.
And that is an accurate description, at least in my experience, of the practice of being with experiences, as we do in Shikantaza (sitting practice) or by asking ourselves in daily life can I be with what I am experiencing right now?
It is especially accurate when the content of our experiences are intense, such as strong pain or emotions. The content of our experiences, including any resistance to experiences, are allowed to arise as they are, without or with less identification, and this allows a habitual pattern of identification with them to burn through.
The fiery hellish elements is the fire of the intensity of the content, and the blissful heavenly elements is the bliss of fully allowing any experience, independent of its content. Together, there is the purification of purgatory.