The Pale

The Pale is the plane where departed souls travel to the realm of Gosaena. It is unclear if there is any distinction between this and Purgatory, which is a very similar limbo where souls have not yet chosen and Lorminstra removes souls for reincarnation. It might be that souls in the Pale are not supposed to leave, or alternatively, Purgatory might be the part where only Lorminstra can remove them. In the old death mechanics before Death's Sting was introduced, when characters lost to their souls to the demonic, the Purgatory messaging showed the Gates of Oblivion (now Ebon Gate) receding in the background.

The Pale

This was as witnessed with a ritual by Morvule during the second Griffin Sword War to harrow the Pale:

[The Pale]
Everything is awash in both light and darkness, the waves of each alternating hue creating ephemeral shades that float by in an endless abyss.
Obvious exits: none

Contrast with the death mechanics messaging in GemStone III. Purgatory most recently referred instead to the space between Liabo and Elanthia during Rings of Lumnis.

(1) GemStone III Death Mechanics (2000)

[Purgatory]
You find yourself wandering amidst endless streaming light, and vast nothingness. This place feels torn between two prophecies, each vying for your loyalty.
Also in the room: All the spirits of those who could not choose.
Obvious exits: light and darkness. 

(2) Rings of Lumnis Disconnected Mechanics (2018)

[Rings of Lumnis, Purgatory]
Located somewhere between extremely dark grey and the blackest of black, the space here is filled with nothing but darkness.  It is unclear which way is up or down, and the disorientation is overwhelming.  You also see an atmospheric tear.
Obvious paths: none