Clearly there is a third state that is niether heaven nor hell. Do you see that?
Yes, but it’s not a place where it is possible for men to go. The spirits in prison are the in the place referred to in Jude 1:6 -
“6 And the angels which kept not their first estate, but left their own habitation, he hath reserved in everlasting chains under darkness unto the judgment of the great day.”
and Rev 9:1-3 -
“9 And the fifth angel sounded, and I saw a star fall from heaven unto the earth: and to him was given the key of the bottomless pit.
2 And he opened the bottomless pit; and there arose a smoke out of the pit, as the smoke of a great furnace; and the sun and the air were darkened by reason of the smoke of the pit.
3 And there came out of the smoke locusts upon the earth: and unto them was given power, as the scorpions of the earth have power.”
and again in Rev 20:1-3 -
“20 And I saw an angel come down from heaven, having the key of the bottomless pit and a great chain in his hand.
2 And he laid hold on the dragon, that old serpent, which is the Devil, and Satan, and bound him a thousand years,
3 And cast him into the bottomless pit, and shut him up, and set a seal upon him, that he should deceive the nations no more, till the thousand years should be fulfilled: and after that he must be loosed a little season.”
All four references paint the same picture, of a place where spirits (angels) are imprisoned for their disobedience to God, awaiting their judgement. That’s the interesting thing about the original verse that you posted, it shows that the mercy of Jesus was so great, He even gave the disobedient angels a chance to repent and be reconciled!
No, there isn't...If you leave this world without being in the arms of Jesus, you have no other chances...