Did Lazarus go directly to Heaven at death or was he asleep in the grave when Jesus called him from the grave?

Great question. I ponder about death and things like that often..I think we are all in a deep sleep until God judges us all on the LAST DAY of the world...Sometimes I want to believe we go straight to heaven if we deserve it at our time of death but the more I think about it.., I think we rest until Judgement day..Than He will put us were we are deserving according to the way we lived our life and Loved Him...