It seems to me that their soul is what's being tormented in hell. Nick even said he would be taking Jem's soul back, they only have a corporeal form because Nick wills it. I suppose it is possible that he had his soul taken previously but if he did all that killing while his soul was missing, you would think he would be horrified by his own acts, not eager to play out his fantasy. It sounds more like he was corrupted at some point. Maybe the Bies has been around a lot longer than previously thought