Looking for the name of this low budget horror movie

I'm looking for this movie named something like Purgatory. It's a psychological horror low budget movie.

Most of the movie happen in a place like an aisle, very dark, with pipes around. IIRC the protagonist is dead or almost dying and he's in that aisle like lost and a demon is folowing him. But suddenly he comfronts a dude that looks like a ghosty angel. This place is something like a limbo or purgatory.

Other parts of the movie happen in a very messy house, with a green filter or something. The protagonist is sitting in a couch and a fat guy with an elephant mask or a gas mask is dancing and jumping around. I think the fat guy was something like a imaginary friend from the protagonist's childhood. And the protagonist is watching an old TV.

That's all I can remember without messing my own memories. Maybe there are some wrong details cuz I watched it like 6 years ago. I talked about this movie in a radio show in 2018 so is older than that year, but no older than 2000.