Protestants believe either that the soul is in heaven or hell immediately after death, or that it waits "sleeping" until the final judgement.
Are either of those compatible with what you believe? I am not familiar with very much about the Orthodox Church, so excuse my rather convoluted question.
I was about to give you a long answer to your question and then remembered a good exposition of Orthodox theology and praxis on this matter from a Russian Orthodox source and another from my own Archdiocese:
http://www.orthodox.net/articles/about-prayer-for-the-dead.html
Here’s the longer and much more detailed discussion from the Greek Orthodox Archdiocesan website called “Death, The Threshold to Eternal Life”:
http://www.goarch.org/ourfaith/ourfaith7076
I pray for the dead, and for my son’s descendants yet unborn (he is 9), and ask for them to be blessed, and lead into Christ’s perfect will.
My theological understanding is basically Protestant, but a part of that is that it is my responsibility to seek understanding.
God so profoundly transcends linear time that our notions of proper sequence and limitations probably fail. God is in the miracle business, and he directs me to be at the tasks of faith, trust, prayer and study.
I will pray for others - the quick, the dead and those to come. Whether God answers is within His will and within His character and power, which I know only dimly and in part. I will not however limit His grace to the boundaries of my ignorance or despair.
The opinions of others in this is of no matter to me.
Actually the Protestants are partially right. Anyone who finds themselves in Purgatory knows that they are going to heaven and just need to be further purified.
So — they are in the pain of separation from Christ, even though they may be so near. That’s why it is so important to pray for the Poor Souls in Purgatory. They know when we are praying for them and some seers not approved by the church have actually been told that those for whom we pray will come to greet us at the moment of our death.