Does Wulfgard have an afterlife? I.e. what happens after death? Or is that an unknown that you're not planning on revealing?
Every individual has a soul that lives on after the death of their body. The fate of that soul varies. Some might linger in the mortal world, due to a curse or some other powerful force. Most hope to pass to some afterlife or another, usually by proving themselves worthy to the gods they follow. The Achaeans believe they will go before a panel of judges in the Underworld, to end up in either Elysium, the Asphodel Fields, or Tartarus. Those in Kemhet believe that upon death, their heart will be weighed against a feather, and if their heart is heavy with sin, then it will be devoured by Ammit and destroyed forever - otherwise, they will pass into the immortal afterlife in the paradise of Aaru. Nordlings hope to die a heroic death so that the Valkyries may judge them worthy to pass to Valahalla, where they will feast and fight until the coming of Ragnarok and the end of all things. Otherwise, they will end up in Hel.
Those souls forsaken by all the gods and judges of the afterlife usually fall into the clutches of the Demon Lords, depending on their most prominent vice in life. A particularly greedy man, who hoarded wealth without compassion for the less fortunate, might fall under the dominion of Baal, while a traitor who betrayed the trust of his brethren might find himself in the realm of Orcus. The Demon Lords torture these souls for eternity, using their power to fuel their endless wars, for the demon who possesses more souls has greater power.
These are the generally accepted beliefs, though of course the exact nature of the afterlife and the soul remain mysterious, especially to most mortal beings in the world of the living... at least, until they die.