It was just an expression for killing him. Sasuke wouldn't possibly know where he went.I'm pretty sure that's where Madara was ment to end up.
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See even Sasuke thinks Madara has already been to hell. Sasukes dialogue written by Kishimoto himself.
may be their definition of paradise and hell are not the same but they do believe in such things, when zabuza was dying he said he wouldnt be able to meet haku in the afterlife, same goes for obito he said"i dont think i will be able to meet rin in the other side"The definition of hell isn't the same here. Different belief systems and cultures here.