The Brothers Lionheart

Karl is dying. His older brother, Jonathan, comforts him with stories about the hereafter, a place he names as Nangiyala. Oddly, Jonathan dies first and Karl goes a little later. They arrive in Nangiyala, but it is a place of treachery and deceit. Jonathan and Karl have several adventures and then die again, this time headed for a new and better afterlife.

Lots of adventure and action in this 1001 story.