Here's an article that clears up a few things:

http://www.nj.com/columns/ledger/sepinwall/index.ssf?/base/columns-0/11428364021 23280.xml&coll=1

Chase says it himself: It's not a dream, it's purgatory (like where Christopher went while in his coma after being shot a while back?).

And, Salesman Tony's wife was just a generic voice, not Gloria or Charmaine.