Martha, the sister of Lazarus, provides us with a clear and unambiguous statement of what the followers of Jesus believed about death and its immediate aftermath. Check John, Chapter 11, taking particular note of "...I know that he (Lazarus) shall rise again in the resurrection at the LAST DAY."
For Martha - there was only the grave until that day came.
For Jesus - his next words and actions confirmed that death meant only the grave and that life was to be lived only on this earth.
For the churches - pretend not to notice that the 4 days dead Lazarus should already have been received into heaven or damned to hellfire for all eternity.