But that I am forbid
To tell the secrets of my prison-house,
I could a tale unfold whose lightest word
Would harrow up thy soul, freeze thy young blood,
Make thy two eyes, like stars, start from their spheres,
Thy knotted and combined locks to part
And each particular hair to stand on end,
Like quills upon the fretful porpentine:
But this eternal blazon must not be
To ears of flesh and blood.
Depends on how you think about purgatory. The planes in D&D have no morality -- so the idea of hell or purgatory punishing people who live wrongly is not there. But if you think of D&D as having purgatory in the way that it has hell, the yes, there is a purgatory. In this scheme, heaven = Lawful Good = Celestia; hell = Lawful Evil = Hell; therefore, purgatory = either (a) Lawful Neutral/Mechanus or (b) purgatory = Neutral/Outlands.