Something about Deathnote

I'm up to issue #11 and something has been bugging me for along time.

In issue #1 it's mentioned that a deathnote user neither goes to Heaven nor Hell when they die. This has since never been discussed further so far in the series. So where do deathnote users go? Do they just cease to exist or do they become shinigami themselves?

I'm pretty sure they'll say it in the end. So just keep reading.

Purgatory I would guess, but seing as the Catholic church now doesn't believe in ti anymore, I suspect a major plot twist LAWLs.

Nothingness dear boy~