That's a ridiculous standard of proof. Where did Jesus mention the word "Trinity"? "Sola fide"? "Rapture"? "Dispensation"? "Bible"?
Purgatory is a word that comes from Latin. NT Scripture records the deeds of people who spoke Aramaic and Greek.
However, 1 Cor 3 does talk about someone who is "saved, but as through fire". Sounds like purgatory to me.
You’re right. Jesus didn’t say any of those things either, although he did frequently refer to Scripture.
Purgatory is a concept invented out of whole cloth by a bunch of priests hundreds of years after Jesus died and was resurrected. It has no more scriptural validity than “ indulgence”.
1Co 3:14 If any man's work abide which he hath built thereupon, he shall receive a reward.
1Co 3:15 If any man's work shall be burned, he shall suffer loss: but he himself shall be saved; yet so as by fire.
Sounds like Heaven to me, and of course it is...