>>149406173
It is 90% implied that souls exist there in the common ways we think about them in our world. One of the most wholesome things is the show also implies the boys aren't a Black Mirror horror story where the original clones' consciousnesses pass on; The universe patchworks the souls from the last clone to the current one if only one is running around.

I say 90% at the beginning too because the show kind of never confirms if Orpheous is tapping into the spiritual realm or just magic in general, but it kind of does.