When a mortal dies, their spirit is drawn into the Veil as a formless blob of ectoplasm and spiritual energy. It then slowly drifts towards one of the realms within the Veil — usually one of the heavens of the True Gods or the hells of the Old Gods, but occasionally one drifts past those realms and off into the farther reaches of the Veil towards the realms of Apex, the Void, Primal Wilds, or Elemental Sea.
Thendros and his Heralds watch over and shepherd the movement of departed souls, protecting them from the predations of the entities that dwell within the Veil and ensuring that they reach their final destination. They do not interfere in the passage of souls, even those heading towards one of the Old Gods’ hells. Scholars believe that there is some ancient pact preventing such interference with the True Gods’ ancient enemies, but Thendros and his Heralds refuse to discuss their reasons, making it a topic ripe for speculation.
Which realm a soul is drawn to is usually based on their attitudes and actions in life — someone who values order and peace and worked to spread such values is almost always going to end up in Alethos’ city of Nirvana, while someone who was greedy or gluttonous and let those urges dictate their actions will end up in Amekhar’s hell of Khar-Gehennos.
Once a soul reaches an afterlife, it reforms into the spirit of the mortal it once inhabited, and is processed according to that afterlife’s nature. The heavens generally allow the souls who reach them to either join the multitude who dwell within or head back into the Material Plane to be reincarnated after taking time to rest and restore their strength. The hells are rumored to be much more vile in their treatment of souls, though there is a paucity of evidence as to exactly what happens to such lost souls, so much of the available information is speculation at best.