Where is the concept of purgatory found in the scriptures?
You should be able to find it in Maccabees but Martin Luther took the pleasure of removing that book from the Bible :-)
1. Prugatory is a Latin term. The scriptures are written in Greek and Hebrew. So, no, the word "purgatory" does not exist. 1 Peter 3 talks of a fire which will consume the unGodly works of the disobedient Christian, though "he shall survive, as one passing through fire."
2. There are many references to Hades, Sheol, or "the guard/the prison" which describe it as a temporary existence.
3. Revelations describes Saints already in Heaven, praising God, and praying for those on Earth. Then comes judgment, when others are raised from to be judged. They are not all consumed in eternal fire, so there must be two classes of the saved:
Those who are saints and who have been in Heaven.
Those who enter Heaven only after judgment.
4. The concept of being cleansed (in Latin, purgatio), is in many places in the old and new covenant.
5. This is what survived Luther's censorship, of course. Maccabees plainly depicts the Dedication of the Temple as an atonement for the souls of people who died fighting for righteousness but guilty of sin. And a prophet teaching that such atonement is a worthy act, noting that if there was no hope for the dead, such an atonement would be worthless. The dead are in purgatory.
Is this Dedication unholy? Hardly. In the gospel of John, Jesus goes to the Temple for the Feast of the Dedication.