Ende (END) is the setting of Metal Shadow Prelude. It is a chain of seven islands trapped in the Cloud Wall for over a century. As Gineden reveals, Ende is purgatory, and the Cloud Wall is the barrier between it and the living world. Those who die in Ende go to Purgiae, and those who die there come to Ende. This makes Ende the ultimate prison.
Why Ende was created, or its inhabitants imprisoned there, was never explained in the Prelude.