Ephesians 1: 5-7 "Having predestinated us unto the adoption of children by Jesus Christ to himself, according to the good pleasure of his will, To the praise of the glory of his grace, wherein he hath made us accepted in the beloved. In whom we have redemption through his blood, the forgiveness of sins, according to the riches of his grace;"
Epeshians 1:11-13 "In whom also we have obtained an inheritance, being predestinated according to the purpose of him who worketh all things after the counsel of his own will: That we should be to the praise of his glory, who first trusted in Christ. In whom ye also trusted, after that ye heard the word of truth, the gospel of your salvation: in whom also after that ye believed, ye were sealed with that holy Spirit of promise, Which is the earnest of our inheritance until the redemption of the purchased possession, unto the praise of his glory"
If God loses me he'd have to lose his spirit, because that was the non refundable earnest payment on my soul. Like David, we can say "Yea, though I walk through the valley of the shadow of death, I will fear no evil: for thou art with me". Or "If I ascend up into heaven, thou art there: if I make my bed in hell, behold, thou art there." Psalm 139:8. The carpenter went home to prepare my mansion a long time ago. I'm just waiting on my ride to take me home.
Hebrews, whoever it's human author, has something to say on the matter, as does Paul in Romans and 1 Corinthians. I would expect one to be consistent. In Corinthians Paul compares all Israel who passed through the sea of reeds (yam suf) to his audience and explains the death penalty for sin which applies to both audiences. Now if you reject the concept of Purgatory you either relegate those destroyed by God to damnation or a quick entrance into glory. I don't see the bravado and overconfidence of many peoples' comments as being in harmony with the scriptures. Paul was writing to his own spiritual sons and daughters. He would not have warned them every night and day for 3 years if there was no risk to their souls except a quicker entrance to heaven. We need to take heed to his warnings, and the many warnings of the LORD Jesus.
Follow peace with all men, and holiness, without which no man shall see the Lord: Looking diligently lest any man fail of the grace of God; lest any root of bitterness springing up trouble you, and thereby many be defiled; Lest there be any fornicator, or profane person, as Esau, who for one morsel of meat sold his birthright. For ye know how that afterward, when he would have inherited the blessing, he was rejected: for he found no place of repentance, though he sought it carefully with tears.
See that ye refuse not him that speaketh. For if they escaped not who refused him that spake on earth, much more shall not we escape, if we turn away from him that speaketh from heaven:
Obey them that have the rule over you, and submit yourselves: for they watch for your souls, as they that must give account, that they may do it with joy, and not with grief: for that is unprofitable for you.
For if God spared not the natural branches, take heed lest he also spare not thee. Behold therefore the goodness and severity of God: on them which fell, severity; but toward thee, goodness, if thou continue in his goodness: otherwise thou also shalt be cut off.
Moreover, brethren, I would not that ye should be ignorant, how that all our fathers were under the cloud, and all passed through the sea; And were all baptized unto Moses in the cloud and in the sea; And did all eat the same spiritual meat; And did all drink the same spiritual drink: for they drank of that spiritual Rock that followed them: and that Rock was Christ. But with many of them God was not well pleased: for they were overthrown in the wilderness. Now these things were our examples, to the intent we should not lust after evil things, as they also lusted. Neither be ye idolaters, as were some of them; as it is written, The people sat down to eat and drink, and rose up to play. Neither let us commit fornication, as some of them committed, and fell in one day three and twenty thousand. Neither let us tempt Christ, as some of them also tempted, and were destroyed of serpents. Neither murmur ye, as some of them also murmured, and were destroyed of the destroyer. Now all these things happened unto them for examples: and they are written for our admonition, upon whom the ends of the world are come. Wherefore let him that thinketh he standeth take heed lest he fall.
Take heed therefore unto yourselves, and to all the flock, over the which the Holy Ghost hath made you overseers, to feed the church of God, which he hath purchased with his own blood. For I know this, that after my departing shall grievous wolves enter in among you, not sparing the flock. Also of your own selves shall men arise, speaking perverse things, to draw away disciples after them. Therefore watch, and remember, that by the space of three years I ceased not to warn every one night and day with tears.
Wherefore, my beloved, as ye have always obeyed, not as in my presence only, but now much more in my absence, work out your own salvation with fear and trembling. For it is God which worketh in you both to will and to do of his good pleasure. Do all things without murmurings and disputings: That ye may be blameless and harmless, the sons of God, without rebuke, in the midst of a crooked and perverse nation, among whom ye shine as lights in the world; Holding forth the word of life; that I may rejoice in the day of Christ, that I have not run in vain, neither laboured in vain.