I finished The Damned yesterday before work. I was going to post and get on chat yesterday afternoon but discovered when I returned home there was no internet or tv. C informed me both services had been out all day. Figures after paying the bill some catastrophe would occur. All is good now, this morning anyway, service has been restored apparently sometime late evening/ early morning.
Don't read beyond this point if you plan on reading THE DAMNED by ANDREW PYPER (Spoilers)
As for the book. I too became somewhat confused near the end and wonder if the animals chasing him were a metaphor for his fear of his sister Ash. I agree with you that it was purgatory - I guess he preferred to call it THE AFTER as not to sound cliche' but he placed the two characters in between- a purgatory state especially with the ending result for Ash.
I didn't find the book all that frightening more twisted and more Joe Hill like in NOS4RU2. I became confused in that book as well.