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Hebrews 11….tells us what Paul said about all those OT persons of faith….
“Now faith is the assurance of things hoped for, the conviction of things not seen. By faith we understand that the universe was created by the word of God, so that what is seen was not made out of things that are visible.
By faith Abel offered to God a more acceptable sacrifice than Cain, through which he was commended as righteous, God commending him by accepting his gifts. And through his faith, though he died, he still speaks.“
So, through his faith, as we see recorded in the Bible, he still speaks to us. Did Abel live on after death…no scripture says so. He “speaks” today only metaphorically.
“By faith Enoch was taken up so that he should not see death, and he was not found, because God had taken him. Now before he was taken he was commended as having pleased God.“
Enoch was “taken” so as not to “see“ death….but it didn’t mean that he didn’t die…..only that before he died he knew he had pleased God. If he lived on after death, what would be the point of that statement?
“By faith Noah, being warned by God concerning events as yet unseen, in reverent fear constructed an ark for the saving of his household. By this he condemned the world and became an heir of the righteousness that comes by faith.“
In order to inherit something, or to be an heir, something has to take place in the future for you to gain the inheritance. As it says in the scripture quoted below….
“These all died in faith, not having received the things promised, but having seen them and greeted them from afar”…
“By faith Abraham obeyed when he was called to go out to a place that he was to receive as an inheritance. And he went out, not knowing where he was going. For he was looking forward to the city that has foundations, whose designer and builder is God.”
Again, there is a future inheritance. He was looking forward to it….the future Kingdom of God….the one he knew where Messiah would be king.
“These all died in faith, not having received the things promised, but having seen them and greeted them from afar, and having acknowledged that they were strangers and exiles on the earth.
By faith Moses, when he was grown up, refused to be called the son of Pharaoh's daughter, He considered the reproach of Christ greater wealth than the treasures of Egypt, for he was looking to the reward.“
What was the reward? How did Moses know about the Christ? Jews knew Messiah was coming….and he would gain his reward….but in the future. He had no belief in life after death until the return of the one who had not yet arrived.
“And what more shall I say? For time would fail me to tell of Gideon, Barak, Samson, Jephthah, of David and Samuel and the prophets— who through faith conquered kingdoms, enforced justice, obtained promises, stopped the mouths of lions, quenched the power of fire, escaped the edge of the sword, were made strong out of weakness, became mighty in war, put foreign armies to flight. Women received back their dead by resurrection. Some were tortured, refusing to accept release, so that they might rise again to a better life. Others suffered mocking and flogging, and even chains and imprisonment. They were stoned, they were sawn in two, they were killed with the sword. They went about in skins of sheep and goats, destitute, afflicted, mistreated— of whom the world was not worthy—wandering about in deserts and mountains, and in dens and caves of the earth.
And all these, though commended through their faith, did not receive what was promised, since God had provided something better for us, that apart from us they should not be made perfect.” (ESV)
None of the ones Paul mentioned above, received what was promised…something better was coming….and these ones would not receive the promises apart from the apostles. And the apostles and others who were chosen for a role in heaven, (the elect) would not receive their promised reward until Christ returned.
1 Thess 4:13-17….
“But we do not want you to be uninformed, brothers, about those who are asleep, that you may not grieve as others do who have no hope. For since we believe that Jesus died and rose again, even so, through Jesus, God will bring with him those who have fallen asleep. For this we declare to you by a word from the Lord, that we who are alive, who are left until the coming of the Lord, will not precede those who have fallen asleep. For the Lord himself will descend from heaven with a cry of command, with the voice of an archangel, and with the sound of the trumpet of God. And the dead in Christ will rise first. Then we who are alive, who are left, will be caught up together with them in the clouds to meet the Lord in the air, and so we will always be with the Lord.” (ESV)
All was yet future.
So in answer to your question…“WHERE DID THEY GO”? The answer is…..nowhere. All those of faith mentioned in OT Scripture went to “sheol”….the common grave of all mankind….the place they expected to “sleep”, as Paul said above…and as Jesus said his friend Lazarus was. (John 11:11-14)