Around 20% of people have the “white light” and/or out of boddy experience when their brain is cut off from oxygen. Pilots that get trained to tolerate high G manuevers get spun around in a machine that makes them pass out because the blood can’t get to the brain - many of them describe the exact scenario that near death experiencers do.
As Woody Allen said: “I don’t want to achieve immortality through my work. I want to achieve it through not dying.”
Where do we go? The same place a process on your PC goes when you shut it off. Maybe someday we can get backed up, but at the moment when we’re gone we’re gone.