Could someone explain to me about Hades/Sheol?

I saw a video of an Orthodox person quoting Hades and several comments accused Orthodoxy of believing that damned people will be saved, is this true? And one more question, if in Orthodoxy there is no Purgatory, how are souls purified? I (sorry for my bad english, I'm brazilian.)

Edit: One more question, why do Orthodox people pray for the dead in Orthodoxy?