I was just running a secondary character through the early Gladiator quests, and in the level 30 quest, The Rematch, after Leovold has lept backwards into the gorge, Aldis says, "You know damn well neither of us will see Thal's realm...."

That seems to suggest that Eorzeans have multiple afterlives... is that why the god of death is split? Thal for the righteous, Nald for the un- ? But we have at least seven hells... does Nald preside over them all?