First off, it isn't "Purgatory". That's a Christian concept, and does not apply to a Jewish man bound to an Egyptian god.
It would also help to not think of the Duat as a place dominated by its own objective existence. The Duat is bound up with the person's psychological and/or spiritual state (if there is a difference between those things). From this point of view, much of what is there is metaphor or symbolic in nature. The bloody feet are the symbolic representation that the Psychiatrist's office isn't reality, and that the psychiatrist has, in that space, more than just the face, but indeed the role of Harrow. The psychiatrist is there to prevent Marc from interfering, and possibly outright destroy Marc.
It is ambiguous as to whether the psychiatrist was a creation of Marc's mind, or if Harrow actually had a spiritual presence there - the difference may be academic. The symbolism, however, is the same either way.
