Cosmology by religion

Depending on who you worship, the church will have very different takes on how the world looks.

The churches of the new religion
While there are obviously a difference between the churches of Bane, Bahamut and Cyric, they do however agree on a few things.

The primal spirits, the Twins, Nira and Torax, the Fourteen. While surely gods, and there well before the three new gods, they have been diminishing in power for long and are thus no longer a real influence to the world. People who keep worshiping them are merely prolonging the suffering of their death. These godlings hide in the Faerie World, far away from the influence of the real gods, who wage war against each other in the Elemental Chaos (Bahamut and Bane does at least).

Bahamut, along with his seven archangels, called the Saints of Heaven, rule Heaven, collecting souls of good creatures when they die.

Bane on the other hand, rules Hell with an iron fist. He has nine Lords of Hell, nine demon princes to help him keep the souls of all evil creatures in line.

Cyric sits in the Underworld and collects the souls of those who are neither good nor evil.

The Elemental Chaos, the Astral Sea etc are battlegrounds for the eternal war between angels and demons, between Bane and Bahamut.

The church of the Twins
The Twins are everything. They are Gemnos. They are the only god. They are the world. They do not sit in mortal guise somewhere on an outer plane. They are the outer planes too.

Likewise, the Twins do not fight for souls, and the souls do not go anywhere when their mortal shell dies. Instead they return to Gemnos and people are reborn. Perhaps as another creature altogether.

The church of the Moon and the Sun
The churches of Nira and Torax claim that Nira is the sun, Torax is the moon. They circle Gemnos, perfectly shaped as them. They are the duality aspect of all in Gemnos and when you die, you go rejoin whichever of them you worship.

To followers of the Twins and of Nira and Torax, Gemnos is the world. The Faerie is a magical land from which creation stems, the Underworld is where souls go before they are reabsorbed into Gemnos (or into the sun and moon), and Heaven, Hell, The Elemental Chaos etc are outer planes filled with monsters.

The churches of the Fourteen
The fourteen churches all agree that their parents and grand-parents live somewhere deep in the Faerie. Themselves live in each their own place, their own plane. Souls of their worshipers go there when they die. In parenthesis is included the name of the plane, according to the cosmology of the new religion, at least as far as sages can deduce.

Mask - The Guildhall of Deceit (The Underworld)
The Raven Queen - Mausoleum of Death (The Underworld)
Shar - The Pit of Darkness (The Underworld)

Pelor - Temple of Life (Heaven)
Torm - Halls of Justice (Heaven)
Lathander - Forge of Eternal Light (Heaven)

Mystra - Tower of Sorcery (The Faerie)

Auril - Castle Everfrost (The Elemental Chaos)
Kossuth - Palace of Fire (The Elemental Chaos)
Tempus - Citadel of War (The Elemental Chaos)
Umberlee - Ship of Chaos (The Elemental Chaos)

Erathis - Pillars of Order (Astral Sea)

Just as the new gods, they all collect souls. But instead of spending the souls on creating armies angels and demons to wage an eternal war, they simply absorb them and empower themselves. Just like the church of the Twins and the churches of the Sun and the Moon, the churches of the Fourteen see the traditional (according to the new religion) outer planes as a place filled with monsters, except for the areas under their control.