Which, if any, Protestant bodies affirm punishment in the afterlife for the unrighteous prior to the general resurrection and the Day of the Lord? In the old testament, when people died they were said to descend to Sheol. It wasn't particularly spiritualized as much as it was just an understanding that dead people go to the grave and the grave swallows them up. There was an understanding that the spirit is not annihilated, but not a completely articulated theology of some division into those in punishment and those in paradise.

In Greek Sheol is Hades, and in English, Hell. Within the New Testament, we are confirmed that the thief on the cross with Jesus would be with him in paradise "today", i.e. not on the last day in the resurrection. Paul also assures us that to be absent from the body is to be present with the Lord, presumable, if you are saved.

So it's relatively clear that upon the resurrection there will be a resurrection unto life with a new heavens, a new earth, and a new Jerusalem. There will be a resurrection unto death with a lake of fire and the smoke of their torment rises forever. What is not completely clear to me is that presently dead individuals immediately enter into a state of torment while awaiting the resurrection.

The go-to proof for this is the parable of the rich man and Lazarus. On the one hand, it seems to discussing Sheol, not the resurrection. On the other hand, it is after all a parable and might not be a good place to draw a complete theology of the afterlife. In addition, it would introduce a paradox. To be "absent from the body is to be present with the Lord", but the rich man apparently has a tongue which wants water, and his body is in anguish. He seems to have a body. This isn't a problem if it is indeed a parable, but it also would take away the legitimacy of using this parable to tell us something about the unbelieving dead, right now.

Jesus also spoke about "Hell", but as Gehenna, not Sheol/Hades. It is clear that this is a place that "soul and body" are destroyed in flames. The alternate of "entering life" is something that Jesus seems to say is something that it would better to "enter lame". Again, problematic. I thought the body is restored and glorified in life. Many people point to this passage as an example of hyperbole. Some (universalists) postulate that in these passages, Jesus is referring to the literal Gehenna where idolaters and idols perished with an allusion to the siege of Jerusalem by the Romans, as if to say that the immoral would literally die in this manner. There might be an implication this is true, but even so, it would be true in an apocalyptic sense as well, in which human events with spiritual meanings are said to take on a cosmic dimension. Thus it would make sense that Jesus is actually talking about the second death and might be foreshadowing their first death in the siege.

But so it's all quite confusing. What happens when the unbeliever dies before the resurrection? Do they suffer a bodily torment while absent from the body and prior to the verdict of their judgment? What then is even accomplished in the judgment? In Revelation, the martyrs seem eager for their blood to be avenged. If there is torment in the intermediate state, what's the difference between the lake of fire and torment after death?
I am going to answer your question as best I can even though someone will inevitably mark my answer as bogus and chime about my being on the site long enough to know not to answer truth questions. I do not understand your question as a truth question, but a basis for true confusion. That being said here goes and if the powers that be do not like my trying to help you they can throw me off the site, which is not a threat to me since they are of no help anymore anyway.

The thing which appears to be the main stumbling point for you is the Cross and the resurrection. The real key to understanding the difference is in understanding BC as compared to AD. The cross is not only a dividing line on our Earthly time line it is a significant happening in the Spiritual realm in that all things changed at that point.

Until Jesus death and resurrection there was no salvation. There was no way that man could be justified and gain access to the Kingdom of God. What that actually means is that there was no forgiveness for sin, and sin separates us from God.

Until Jesus provided an avenue for our return to purity man was prohibited from the presence of God, in much the same way as a child is not prepared for bed until after their bath. So is man unclean not ready for Heaven (the spiritual realm of God(; until he is washed in the blood of Christ. Therefore mankind from Adam to the sacrifice of Crist was not clean and not ready for the kingdom of God. And so those who had passed before were not eligible for heaven, and also not eligible for judgment since there was no standard for judgment until Jesus sacrifice.

Therefore not being eligible for any permanent disposition they were placed in what we often call a state of suspended animation. That is why Jesus himself spoke of people being asleep:


  John 11:11 through 15 NKJV  These things He said, and after that He said to them, "Our friend Lazarus sleeps, but I go that I may wake him up." 12  Then His disciples said, "Lord, if he sleeps he will get well." 13  However, Jesus spoke of his death, but they thought that He was speaking about taking rest in sleep. 14  Then Jesus said to them plainly, "Lazarus is dead. 15  And I am glad for your sakes that I was not there, that you may believe. Nevertheless let us go to him." 


His disciples, much as we today; did not realize that Jesus was referring to two differing forms of Lazarus. Even though Lazarus' physical body was dead, as is indicated by Mary's statement that by now he would stink. When Jesus spoke of awakening him he was referring to arousing Lazarus soul. The physical body was no more than a physical repository for that Spirit, which Jesus could heal at will. 

There are two great lessons in these Scriptures:


There is a part of man which is in perpetuity; the Soul.
Jesus has powers which reach beyond the grave.


As far as your reference to Lazarus and the rich man parable; Jesus must have been referring to what would be after the cross, since the hot tongue, shows some sort of punishment is taking place, and until the cross there was no basis for judgment.

Just to deflect some of the arrows which must invariably come, my answer is based on my Southern Baptist belief which is Bible centered, and the belief that the Bible explains itself.