The question begins with the answer. The sideways world clearly was a place of departed souls. All the characters were dead "but living a life" of their own fantasy, according to the account of master of church ceremonies, Christian. In one respect, dead was not dead. The sideways characters were involved in a complex, diverse and physical plain of existence. So why was that kind of existence only limited to the sideways premise?
Building upon the next concept that Christian stated that the sideways world was created by characters, but it had no concept of time (past, present or future), what came first - - - the island or the sideways world? This is a brain teaser because most people assume the sideways world was created by the characters in direct response to the island interactions of the characters. Except, there are logical inconsistencies with that premise.
If we narrow the analysis to the final candidates, we find that they have the following connections:
We could gather from that information, that each level of Lost was an independent construct. They were not dependent upon candidate interaction or interconnected characters. Which in some respects is a surprise.
For if the characters created the sideways world because those church participants were the most important people in their lives, there is certainly scant evidence of any true friendships between them.
The only long term interaction between the church goers was on the island.
Which then leads to the ultimate question: what is the island? And this is where the purgatory doubters and haters do not want to go.
There is evidence that the island could be hell or purgatory. MIB called Jacob "the Devil." Cooper came to the island immediately after a serious traffic accident and believed he was transported to Hell. If the sideways world was an after-life holding pen, a purgatory for dead souls to occupy their minds until the time was right, then why dismiss the possibility that the other levels of Lost could also be after life creations?
Lost could be considered a multi-layered purgatory. Or in some descriptions, various layers of punishment in hell.
For example, many believe that the island adventures were merely tests of redemption for the characters. Each character arrived on the island with secrets, sins and unresolved issues. The island created all the elements to mirror those secrets, sins and issues in order to test each character to determine if they could change or resolve those issues; to repent, to become a better person, to change their evil ways, or to redeem themselves from their faults.
If we agree that the sideays world was a purgatory that allowed the dead souls to continue to figure things out (as Ben decided to do when he turned down a final church invitation from Hurley), then we can also say that the island itself gave the characters ample opportunity to figure things out.
One can then make the final connection: that the pre-815 world that we were shown was also an after life purgatory challenges and punishments. For example, Hurley in the pre-815 world was the luckiest man in the world as a lottery winner, but it caused him great anguish and grief. Money did not solve his problems, but actually caused him more pain and damnation. It would be an ironic trick that a character like Satan would have found amusing. And the pre-815 after world would explain why all the characters were illogically rounded up onto one flight to LA. Each character wound up in Australia as a possible solution to a pressing personal burden: Hurley, the Numbers; Sawyer, revenge on Cooper; Jack, to find his father; Bernard to find a cure for Rose's terminal cancer; Locke to find freedom in a walkabout. But in another ironic trick, each of their quests turned up negative and a major disappointment.
One must picture that the all the characters are dead. Satan is the man behind the curtain. He has these dead souls to direct during their journey through the after life. Some need to be punished. Some need to be taught a lesson. Some need to find their own purpose. Some need to let go of their sins. Some need to let go of their unresolved personal relationships.
So, with millions of departed souls to manage, Satan creates vast realistic worlds based on the memories of the people he needs to push through to the final white light. If one accepts that the pre-815 world (the flashbacks) are one level of purgatory, we can see each character living a miserable, lonely life - - - but with an opportunity to change themselves for the better. But in some ways, each character wants to find an easy way out (like Kate, whose solution to everything is to run). So when the souls cannot personally evolve in the pre-815 world, Satan directs them to salvation in Australia. But none of the characters find what they were looking for; they obtain no peace. Therefore, Satan mixes up their post-life journey by putting them all on a doomed plane for a more intense purgatory - - - where their self-obsessed life troubles are now turned into daily life and death trials. On the island purgatory, characters will need to make friends and trust other people in order to survive. It is that forced co-existence that requires the souls to change. But some characters who were too comfortable in the island chaos, needed another testing ground - - - the off-island O6 realm was an ancillary purgatory to mentally punish the "lucky" characters who got off the island. The guilt of leaving people behind got to all of them. They had to go back, but in reality like the round up to Australia by Satan, the O6 survivors were meant to go back to the island to complete their tasks.
The sideways purgatory was a like a dream state for most of the characters. They still had problems, but there were more individualized and focused such as Jack working through his own daddy issues by his interactions with his faux son, David. Once Jack came to the realization of what father-son relationships were all about, he was truly ready to accept his own relationship with Christian. And in this final fourth layer of purgatory is when Jack found the truth and resolution of his tormented relationship with his father.
Lost could be viewed as increasingly difficult post-life proving grounds for each departed soul. Satan kept mixing up the character's lives in order to get them to personally evolve and "fix" themselves. It was when the main characters were thrown together on the island did they begin to really confront their personal demons and find a path to closure.
Lost can be viewed as a series of after life purgatories concluding with a graduation type reunion in the church at the end.
