Jenny said:
Is there a being/creature which inhabits a region between Heaven and Hell?- no, not humans. Some supernatural being that coordinates communication between the two regions. I was trying to think of an afterworld creature neither heavenly nor hellish for a short story and came up blank.
Yes; if you want to go Western European, there's lots of stuff on this.
These are the "aery spirits," or in Shakespearean terms, critters like Arial in Shakepseare's Tempest. This is the region occupied by daemons (not demons; these are elemental spirits, neither good nor evil by nature).
If you want to go to folklore, that's one view of Western European fairies; See the ballad Thomas the Rhymer and the related romance Thomas of Erceldoune. A fairy finds a mortal man sleeping beneath a tree, seduces him, and takes him with her to the fairy otherworld. On the way to the otherworld, she shows him the possible routes:
"O see ye not that narrow road,
So thick beset with thorns and briers?
That is the path of righteousness,
Tho after it but few enquires.
"And see not ye that braid braid road,
That lies across that lily leven?
That is the path to wickedness,
Tho some call it the road to heaven.
"And see not ye that bonny road,
That winds about the fernie brae?
That is the road to fair Elfland,
Where thou and I this night maun gae.
Child Ballad 37; see the whole thing here:
http://www.tam-lin.org/texts/thomas.html