I am no Wesleyan Scholar, so help me out here. First, this is an older post from Roger Olsen.
Purgatory? Well, perhaps that’s not a felicitous name for the phenomenon I am imagining. But I can’t think of a better name right now. C. S. Lewis called it purgatory while distancing his idea of it from the typical Roman Catholic explanations of it.
This site has assembled some evidence that Wesley was drifting towards a Protestant notion of a place whereby the ‘good man’ grows in holiness until the resurrection of the dead.
Note, later Protestant theologians who desired to refrain from association with Romish purgatory invented new ways of drafting the image.