The Afterlife

This is indeed common knowledge for In-Character.

When a person dies, it is assumed that they are sent to an Afterlife.
This is a safe assumption, though the exact logistics extends further than that.
While a body may perish in one way or another, the soul lingers in a sense; tethered to its physical husk for a time, yet transported to the Fugue Plane.
This Fugue Plane is easily described as a place between planes, a realm covered in dense mists that obscures vision past ten feet in front of you. A realm of confusion, of emptiness, of loss. A realm where the souls of the dead gather, awaiting judgement.
Judgement, sorting into their true Afterlives, their Realm where they will finally be given the ending they've worked for in life. Whichever God they pray to, should their God judge them worthy, they will ascend to where they belong.
Such Judgement is said to be assisted with by the Caretaker of the Fugue Plane.

But what happens when a Soul is without, or is judged unworthy?

A soul without a home to go to, whether through faithlessness or by failing the will of their God, is doomed to wander for longer, to slowly be stripped of each and every memory they have as they slowly form into the very mist that encapsulates the Fugue Plane. Unfortunately, such fate is the most positive outcome that befalls those without direction.
More often than not, the lost souls are harvested, sent to The Domain of Death and repurposed in some way. Some believed reincarnation would take them over, others believed that godly mechanisms needed by the Gods of Death were powered with these lost souls. Such beliefs and legends date back to before Thanatos established control over the entire domain, back before the Fugue Plane was covered in such heavy mists.
Lost souls are still harvested by Thanatos on occasion for an unknown purpose, subjected to whatever tortures the God has in store for them. It is unclear if this is Thanatos' only source for souls.

Can Souls be intercepted or otherwise interrupted as they ascend/descend to their Afterlife?

There are few ways a soul can be intercepted or otherwise interfered with either on its journey or once comfortably at its destination.
The most well known method is through Necromancy, which unlike nearly every other method of the arcane, can penetrate both the Fugue Plane and Tartarus with very little perceived difficulty. The reason for this is unknown, but it is even capable of tearing a soul from their destination even when already reached; be it Astrival or the Shadowfell or anything else. This property of Necromantic magic is extremely unique, and many scholars (and liches) have toiled for years, decades, centuries, trying to discover the reason why such a strand of Aether could so easily penetrate through realms. Some Necromancers are quick to claim that there are different types of necromancy -- some that avoid interfering with a soul's afterlife, while others specifically target one's chosen realm of rest. The validity of these claims is only known by the practitioners themselves, but in almost all cases, Necromancers are viewed with absolute abhorrence.
There are, however, other methods. Divine Intervention has always been assumed to be one, but it naturally cannot be so easily confirmed. It is also claimed that specifically powerful beings (such as Liches and Archdevils) can enter pacts with mortals that will have an end result of diverting souls from the Fugue Plane to themselves or a location of their choosing. Such a thing is possible to an extent, and in every case, such diversions are immediately dispelled once the patron is killed, whether through natural means or otherwise. More often than not, the simple act of diverting a soul is torturous in its own right, let alone should the patron have nefarious plans.
Some such patrons claim they can perform a diablerie of sorts, and siphon the souls collected by another patron. Such claims are also difficult to confirm.

Type

Metaphysical, Divine