Where did Moses go when he died?

This came up in Sunday school today. Where did people like Moses and David go when they died?

 

My understanding would be "Abraham's bosom," I guess. A place not in God's Presence (i.e., "heaven") since Jesus had not yet opened the way, but a pleasant place without torments. I base this on the parable of the rich man and the beggar Lazarus (Eleazar), Luke 16. But I don't think anyone can be dogmatic about this, since not every parable can be taken absolutely literally.

 

But this story might not be a parable, it doesn't say it is, and plenty of real parables are stated to be parables. But for the Jews there was a life after death existence somewhere.