Purgatori’s real first appearance (as a shadowy figure) is in Evil Ernie: Revenge #1 (1994).
Purgatori appears in the sections that cut to Lady Death in The Endless Graveyard. Lady Death is having nightmares about falling to her death at the hands of an unknown assailant. She fears this could be a premonition of things to come.
In Evil Ernie: Revenge #2, Lady Death still fears this mysterious “phantom” from her nightmares.
Suddenly she is attacked, in another nightmare. This leads to feelings, heightened by the drama with Ernie, that something horrible is about to happen.
In Evil Ernie: Revenge #3, Lady Death can no longer tell what is real or imagined. A vision of her mother appears before her, claiming that “SHE’S” kept her soul captive instead of allowing her to travel into Heaven, as Lady Death had originally intended.
In Evil Ernie: Revenge #4, Dr. Young believes that Ernie cannot be defeated until she kills Lady Death, and thus transports herself to The Endless Graveyard. She is unexpectedly attacked by a creature who is upset at her presence and motivations.
Purgatori is finally revealed and she is claiming ownership over Lady Death.
Lady Death is losing her grip on reality because of Purgatori’s malicious harassment. That means Purgatori wins this round!