Death is certainly one option, though I will be honest in saying I'd rather this be an elaborate hallucination brought on by an unknown curse I stumbled into, intended to stimulate the subconcsious. Though I do admit that I can't quite figure out why my subconscious would include people I've never met, nor heard of in anything more than a passing mention. It's quite perplexing.
Which leads me to think, if we are dead, surely, Lockewood more closely resembles Purgatory than Hell if you're looking to equate the experience with the Christian theology. It doesn't seem that our existence here is permanent, and we can only assume that when we leave we ascend to Heaven or descend to Hell, as determined by our actions and motivations
Of course, this only holds true if you believe in a Christian god. Those of the Hindu or Jewish religions, for example, would certainly have a different viewpoint and experience. It's all subjective to personal beliefs.