What happens after he dies?

Rocky’s dead. He stopped by the Oasis bar and grille looking for love and purpose, but found his doom instead. Retreating into a desert too mean for anyone to survive in, Rocky meets four party-hard grim reapers who ask him to recount his tale. Join us as Rocky tells his story of star-crossed love, sibling rivalry, and rock n’ roll and we’ll Play the Dead March.

The Bartender says it best:

 “Well it’s all about running from ghosts. And what else? You die and come back to life, but only three times for some fucking reason. Which always fucks with my head. Plus, there’s high scores, which are pretty weird to think about. Just… “you’re dead, but here’s how well you did…” When a man passes out from heat stroke or a cold sleep, or - well, I suppose whenever a man dies, but his brains are intact - his mind will still be alive, just for a little while. And in that little while, he’ll have a feverish kind of dream. His brain shuts down around him, but as long as there’s just one flicker left, I suspect he’s still doing something in that head… So at the end, you’re just left with one piece of yourself - whatever that is - like, I don’t know, a memory or a feeling or something. And that’s an afterlife.”