Hi footit,
I believe Jesus did believe in life after death of the physical body. Many Christians believe we may still have a physical body, based on the accounts of Jesus appearing to the apostles after being killed, with the physical marks of His crucifixion and He tells them He is flesh and bones, not a Spirit and then He eats some fish with them. But earlier, when still alive, Jesus states to some Jews questioning Him about life after death, and a woman who had many husbands, that those who will enter the Heavenly Spiritual world after death, are as Angels and they neither marry nor are married. So not biological bodies as we know them. He clearly believes in a life after death. But is an Angel in a physical form or a Spiritual form. Judging by the accounts of Angels appearing and disappearing, and Jesus Himself suddenly appearing in the locked room with the apostles, it is also reasonable to conclude that the body after death of the physical, is a Spiritual form, not physical. He was often talking about the resurrection of children after the death of their physical bodies.
Jesus refers mostly to Gehenna, a valley outside Jerusalem, as the modern translation as hell. In this valley, the Jewish children believed that the people living there, were worshipping the wrong God and constantly made fire offerings to their God. So they were seen as lost Souls, with fires constantly burning, forever apart from the one God of the Jews. A kind of living hell. So, Jesus seems to often warn Jewish children, that if they do not follow the True Spiritual Way of the One True Divine Loving Creator, they could end up in Gehenna with the lost souls there.