Purgatory seems to be a popular concept, but is unfortunately completely unsupported by scripture, especially since it advocates works-based salvation.

You are correct that the world can be quite hellish. But the current magnitude of evil and suffering in this world just goes to show how much worse the Tribulation and hell will be. The evils of this current world are at least somewhat restrained by the presence of the church and the grace of God.

The only previous/lost civilizations are whatever ones existed before Noah's Flood. That and the cities that were built before the rising sea level claimed them at the end of the post-Flood ice age.