Death Question

What is the Orthodox view on the status of a Christian who has fallen asleep (died)? Does their soul sleep until the return of The Lord on Judgment Day or do they move directly into heaven?

I am assuming that Orthodox view Christians who have died, as going to heaven (assuming that is their destination). How does this fit into Saint Paul the Apostle's statement that the living and the dead will be caught up to Christ when he returns? Those who are dead will be taken from heaven and thrust back into their resurrected / revived bodies on earth?

Somehow this doesn't make sense. I am exploring Orthodoxy as a potential convert and this question vexes me.

Thank you.