But, we do know, if you read the Bible. There was a place where the righteous went - read the story of the rich man and Lazarus. When Jesus arose from the dead, the graves were opened and those who had died before Jesus’s resurrection came forth out of their graves. I believe that is in Matthew 24th chapter. So, yes, there was a holding place for those in the Old Testament.
Beside the point to the person using this as an excuse to not accept Christ which is the only reason people pose that question.