The Supernal Realm is the highly magical realm that mages draw power from through the Astral Space (a quasi-real mental realm not shown). It’s divided into six sections, five corresponding to the five paths of the mages (linky) and the central realm of Divine Fire which is under control of the Exarchs.
There used to be an reincarnation cycle between the lower planes (for example, Earth and its Shadow) and the Supernal Realms, but thanks to the battles of the Exarchs, the Abyss opened, and souls which aren’t reincarnated locally can’t get there anymore. Instead, they get dragged kicking and screaming into the Underworld (other side of Abyss not shown). It’s not technically part of the Abyss, but it’s still not a good time. They weren’t kidding when they labeled the areas below the Abyss the “Fallen World”. Please note that this means many, possibly most, people who existed throughout history are now in a hell-equivalent (hell-lite really, but it’s still unpleasant).
Death is a bigger deal for those in the know in this universe than it is in our own. In our own, the worst people expect for themselves at death tends to be oblivion. Very few people believe they’re going to hell.
You’re probably going to hell.
Unless you can find a young body with no soul to reincarnate in before the terrors from below catch you or you just fade away. Or you’re magically inclined enough to cheat. Aside: your soul contains the mental imprint of all the minds that it has had while incorporated.
The Shadow Realm is the home of spirits and exists as a sort of funhouse mirror of animate platonic ideal for things that exist in the Material side of the lower planes. These are kept mostly apart from mundane humanity by the gauntlet, a barrier created by the Supernal being Luna in a hissy fit over the murder of the wolf spirit who used to police the shadow/material divide. Some werewolves carry on the tradition. Others have too much backstory for this summary.