Im kind of intrigued by the pergatory theory. In the end when he is sitting near the window and out on the horrizon you can see flashes of the sun, I think that means he is in a place where he is always between night and day. The sun isnt rising, but it isnt really setting either. Interesting.

With regards to AJ's vow of revenge, I think it makes for some very intersting storyline to come, but I really dont buy it. It was very out of character for him to make such a claim, and if he follows through on it, then I wont be a happy viewer.